+54.0%
QCOM vs USAR
-20.3%
+74.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.5% |
| 7D | +13.0% | +8.8% | +4.2% | +12.4% |
| 30D | +0.2% | -28.5% | +28.6% | +2.0% |
| 3M | +9.2% | -56.2% | +65.4% | +14.1% |
| 6M | -15.0% | -68.4% | +53.4% | -10.2% |
| YTD | +5.2% | -32.2% | +37.4% | +9.8% |
| 1Y | +2.4% | -52.3% | +54.7% | +7.0% |
| 3Y | +52.0% | -21.2% | +73.2% | +58.6% |
| All | +54.0% | -20.3% | +74.3% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling