+2.3%
QCOM vs USAR
-49.3%
+51.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.9% | +11.2% | +6.4% |
| 7D | -5.3% | -21.8% | +16.4% | -0.9% |
| 30D | -4.2% | -39.9% | +35.7% | +4.7% |
| 3M | +7.0% | -52.5% | +59.6% | +21.4% |
| 6M | +3.8% | -67.9% | +71.7% | +23.9% |
| YTD | +2.8% | -31.1% | +33.9% | +14.4% |
| 1Y | +2.3% | -49.8% | +52.1% | +16.2% |
| All | +2.3% | -49.3% | +51.6% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 1y: compounded portfolio wealth divided by compounded USAR 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…
1y analysis · Full analysis span regression · 6 months rolling