+46.7%
QCOM vs USAR
+74.0%
-27.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +3.3% | -2.1% | +5.4% | +3.4% |
| 30D | +7.7% | +2.6% | +5.1% | +7.5% |
| 3M | -30.1% | -35.0% | +5.0% | -29.0% |
| 6M | +22.8% | -6.9% | +29.7% | +23.5% |
| YTD | +0.2% | +48.0% | -47.8% | +0.2% |
| 1Y | +7.9% | +24.8% | -17.0% | +7.8% |
| 3Y | +55.8% | +73.2% | -17.4% | +54.1% |
| All | +46.7% | +74.0% | -27.3% | +40.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling