+165.1%
GOOG vs USAR
+68.6%
+96.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -2.0% |
| 7D | -1.6% | -4.4% | +2.9% | -1.5% |
| 30D | -7.7% | -10.4% | +2.7% | -7.5% |
| 3M | -9.3% | -18.4% | +9.1% | -9.1% |
| 6M | +7.4% | -8.8% | +16.3% | +7.4% |
| YTD | +4.9% | +43.4% | -38.5% | +4.8% |
| 1Y | +37.2% | +21.0% | +16.2% | +37.3% |
| 3Y | +141.6% | +67.7% | +73.9% | +130.1% |
| All | +165.1% | +68.6% | +96.5% | +160.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling