+216.5%
QCOM vs URI
+1,374.0%
-1,157.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +5.1% |
| 7D | +0.4% | -9.8% | +10.2% | +4.5% |
| 30D | -6.6% | +1.7% | -8.4% | -7.2% |
| 3M | +3.7% | -9.1% | +12.7% | +7.4% |
| 6M | -13.3% | +9.9% | -23.2% | -17.0% |
| YTD | -1.8% | +31.2% | -33.0% | -14.5% |
| 1Y | -2.5% | +25.9% | -28.4% | -13.7% |
| 3Y | +47.0% | +147.4% | -100.4% | -2.7% |
| 5Y | +13.1% | +179.7% | -166.6% | -30.7% |
| All | +216.5% | +1,374.0% | -1,157.5% | +24.1% |
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