+47.0%
QCOM vs USAR
-19.7%
+66.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +10.8% | -5.3% | +4.8% |
| 7D | +0.4% | -14.5% | +14.9% | +1.3% |
| 30D | -6.6% | -37.8% | +31.2% | -4.1% |
| 3M | +3.7% | -52.8% | +56.4% | +8.0% |
| 6M | -13.3% | -71.2% | +57.9% | -8.2% |
| YTD | -1.8% | -30.9% | +29.1% | +2.4% |
| 1Y | -2.5% | -48.0% | +45.5% | +1.8% |
| 3Y | +47.0% | -19.7% | +66.7% | +57.9% |
| All | +47.0% | -19.7% | +66.7% | +57.9% |
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 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