-54.5%
ADBE vs USAR
-18.3%
-36.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.4% | -4.0% | +0.4% |
| 7D | -4.4% | +0.8% | -5.2% | -4.3% |
| 30D | -0.2% | -30.1% | +29.8% | -0.5% |
| 3M | -9.9% | -56.3% | +46.4% | -10.5% |
| 6M | -3.5% | -68.6% | +65.1% | -3.9% |
| YTD | -32.1% | -30.5% | -1.6% | -32.4% |
| 1Y | -28.7% | -53.5% | +24.8% | -28.9% |
| 3Y | -60.2% | -19.3% | -40.9% | -60.9% |
| All | -54.5% | -18.3% | -36.2% | -54.9% |
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 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