+49.3%
QCOM vs USAR
-22.7%
+72.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -9.6% | +10.8% | +1.8% |
| 7D | +5.5% | -9.1% | +14.6% | +6.1% |
| 30D | -1.1% | -36.9% | +35.8% | +1.4% |
| 3M | +7.6% | -58.4% | +66.0% | +12.8% |
| 6M | -20.1% | -70.6% | +50.6% | -15.3% |
| YTD | +3.0% | -33.4% | +36.5% | +7.7% |
| 1Y | +3.2% | -54.0% | +57.3% | +8.1% |
| All | +49.3% | -22.7% | +72.0% | +58.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling