+53.6%
QCOM vs USAR
-18.3%
+71.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.4% | -2.6% | +1.5% |
| 7D | +2.0% | +0.8% | +1.2% | +1.9% |
| 30D | +1.2% | -30.1% | +31.3% | +3.2% |
| 3M | +9.1% | -56.3% | +65.4% | +14.0% |
| 6M | -25.0% | -68.6% | +43.6% | -20.8% |
| YTD | +4.8% | -30.5% | +35.4% | +9.3% |
| 1Y | +3.6% | -53.5% | +57.1% | +8.1% |
| 3Y | +51.5% | -19.3% | +70.8% | +57.9% |
| All | +53.6% | -18.3% | +71.9% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling