+39.3%
QCOM vs URA
+30.2%
+9.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -5.3% | -4.2% | -7.5% |
| 7D | -15.5% | -13.3% | -2.2% | -10.5% |
| 30D | -13.4% | -25.9% | +12.5% | -3.0% |
| 3M | 0.0% | -27.8% | +27.8% | +12.7% |
| 6M | -15.2% | -42.8% | +27.6% | +3.4% |
| YTD | -6.9% | -27.5% | +20.6% | +3.7% |
| 1Y | -11.0% | -35.1% | +24.2% | +2.4% |
| All | +39.3% | +30.2% | +9.0% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling