+245.8%
QCOM vs URI
+1,246.1%
-1,000.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.2% | -2.4% | +0.1% |
| 7D | +2.0% | +2.6% | -0.6% | +1.0% |
| 30D | +1.2% | +9.1% | -7.8% | -2.2% |
| 3M | +9.1% | +1.0% | +8.1% | +8.4% |
| 6M | -25.0% | +23.3% | -48.3% | -31.4% |
| YTD | +4.8% | +43.3% | -38.5% | -12.2% |
| 1Y | +3.6% | +35.9% | -32.3% | -11.3% |
| 3Y | +51.5% | +158.6% | -107.2% | -2.5% |
| 5Y | +19.7% | +213.1% | -193.4% | -30.7% |
| 10Y | +245.8% | +1,213.1% | -967.3% | +26.5% |
| All | +245.8% | +1,246.1% | -1,000.3% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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