+251.9%
QCOM vs UUUU
+377.1%
-125.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.9% |
| 7D | +13.0% | +1.4% | +11.6% | +12.6% |
| 30D | +0.2% | -27.9% | +28.1% | +5.4% |
| 3M | +9.2% | -53.8% | +63.1% | +22.7% |
| 6M | -15.0% | -68.1% | +53.1% | +0.7% |
| YTD | +5.2% | -54.1% | +59.2% | +14.9% |
| 1Y | +2.4% | -57.8% | +60.1% | +12.6% |
| 3Y | +52.0% | -15.4% | +67.4% | +37.8% |
| 5Y | +19.7% | -39.2% | +58.9% | +8.1% |
| All | +251.9% | +377.1% | -125.2% | +125.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 10y: compounded portfolio wealth divided by compounded UUUU 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…
10y analysis · Full analysis span regression · 6 months rolling