+422.9%
QCOM vs URA
-31.1%
+454.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.2% |
| 7D | +3.3% | +1.1% | +2.3% | +2.9% |
| 30D | +7.7% | +7.4% | +0.3% | +4.8% |
| 3M | -30.1% | -8.4% | -21.7% | -27.9% |
| 6M | +22.8% | -12.7% | +35.6% | +28.1% |
| YTD | +0.2% | +7.8% | -7.6% | -3.9% |
| 1Y | +7.9% | +19.5% | -11.6% | -2.0% |
| 3Y | +55.8% | +116.4% | -60.6% | +11.3% |
| 5Y | +30.1% | +134.3% | -104.2% | -13.1% |
| 10Y | +248.9% | +359.3% | -110.4% | +73.4% |
| All | +422.9% | -31.1% | +454.0% | +304.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling