-2.5%
QCOM vs URA
-31.4%
+28.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.1% | +3.5% |
| 7D | +0.4% | -4.1% | +4.5% | +2.4% |
| 30D | -6.6% | -19.0% | +12.4% | +2.4% |
| 3M | +3.7% | -25.1% | +28.8% | +16.8% |
| 6M | -13.3% | -44.5% | +31.2% | +6.9% |
| YTD | -1.8% | -24.3% | +22.5% | +11.0% |
| 1Y | -2.5% | -28.1% | +25.6% | +11.2% |
| All | -2.5% | -31.4% | +28.8% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling