+242.6%
QCOM vs URI
+1,173.3%
-930.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.4% | -2.1% |
| 7D | +4.3% | +6.7% | -2.5% | +1.6% |
| 30D | -0.1% | +8.9% | -9.0% | -3.4% |
| 3M | +5.2% | +0.5% | +4.7% | +4.7% |
| 6M | -18.4% | +20.7% | -39.0% | -24.6% |
| YTD | +2.4% | +40.0% | -37.6% | -13.5% |
| 1Y | +0.9% | +34.4% | -33.5% | -13.3% |
| 3Y | +48.4% | +149.5% | -101.1% | -3.2% |
| 5Y | +16.6% | +205.6% | -189.0% | -31.9% |
| All | +242.6% | +1,173.3% | -930.7% | +24.4% |
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