+50.0%
QCOM vs USAR
-19.4%
+69.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.8% | -2.7% |
| 7D | +4.3% | -0.8% | +5.1% | +4.3% |
| 30D | -0.1% | -20.9% | +20.8% | +1.2% |
| 3M | +5.2% | -56.2% | +61.4% | +9.9% |
| 6M | -18.4% | -67.9% | +49.5% | -13.8% |
| YTD | +2.4% | -31.4% | +33.8% | +6.8% |
| 1Y | +0.9% | -45.1% | +45.9% | +5.3% |
| 3Y | +48.4% | -20.3% | +68.7% | +54.8% |
| All | +50.0% | -19.4% | +69.4% | +49.4% |
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