0.0%
QCOM vs USAR
-57.2%
+57.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -9.5% | 0.0% | -6.4% |
| 7D | -15.5% | -29.5% | +14.0% | -5.9% |
| 30D | -13.4% | -46.0% | +32.6% | +4.3% |
| 3M | 0.0% | -56.8% | +56.8% | +26.1% |
| All | 0.0% | -57.2% | +57.2% | +26.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling