+49.1%
QCOM vs USAR
-13.4%
+62.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.8% | +3.2% |
| 7D | +5.8% | -1.1% | +6.9% | +5.8% |
| 30D | -2.3% | -30.3% | +28.0% | -0.4% |
| 3M | +2.7% | -54.7% | +57.4% | +7.1% |
| 6M | -21.0% | -67.5% | +46.5% | -16.8% |
| YTD | +1.8% | -26.4% | +28.2% | +5.8% |
| 1Y | +2.4% | -49.5% | +52.0% | +6.6% |
| 3Y | +52.1% | -14.5% | +66.6% | +58.1% |
| All | +49.1% | -13.4% | +62.6% | +47.9% |
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