+3.6%
GOOG vs USAR
-49.3%
+52.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.9% | +9.1% | +3.6% |
| 7D | -10.7% | -21.8% | +11.0% | -9.4% |
| 30D | -16.4% | -39.9% | +23.5% | -13.9% |
| 3M | -23.4% | -52.5% | +29.1% | -20.1% |
| 6M | -24.2% | -67.9% | +43.7% | -19.7% |
| YTD | -8.3% | -31.1% | +22.8% | -5.3% |
| 1Y | +3.6% | -49.8% | +53.4% | +8.3% |
| All | +3.6% | -49.3% | +52.9% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling