+242.8%
QCOM vs UDR
+53.1%
+189.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | +5.5% | +2.0% | +3.5% | +4.8% |
| 30D | -1.1% | +7.9% | -9.0% | -4.0% |
| 3M | +7.6% | -1.5% | +9.0% | +8.0% |
| 6M | -20.1% | +0.9% | -21.0% | -21.0% |
| YTD | +3.0% | +4.0% | -1.0% | +0.5% |
| 1Y | +3.2% | +10.4% | -7.1% | -1.8% |
| 3Y | +48.9% | +26.9% | +22.0% | +32.9% |
| 5Y | +21.1% | -19.4% | +40.4% | +27.5% |
| 10Y | +242.8% | +57.0% | +185.8% | +192.0% |
| All | +242.8% | +53.1% | +189.6% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling