+142.1%
GOOG vs USAR
+57.7%
+84.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.0% | +6.6% | +0.7% |
| 7D | -2.5% | -9.3% | +6.8% | -2.3% |
| 30D | -3.6% | -15.2% | +11.6% | -3.4% |
| 3M | -6.4% | -21.1% | +14.7% | -6.2% |
| 6M | +7.8% | -21.6% | +29.3% | +7.9% |
| YTD | +5.5% | +34.8% | -29.3% | +5.5% |
| 1Y | +38.3% | +15.6% | +22.6% | +38.5% |
| All | +142.1% | +57.7% | +84.4% | +130.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling