+170.7%
GOOG vs USAR
+74.0%
+96.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.6% | -1.0% |
| 7D | -2.1% | -2.1% | 0.0% | -2.1% |
| 30D | -6.8% | +2.6% | -9.5% | -6.9% |
| 3M | -9.1% | -35.0% | +25.9% | -8.7% |
| 6M | +10.7% | -6.9% | +17.6% | +10.6% |
| YTD | +7.1% | +48.0% | -40.9% | +7.0% |
| 1Y | +44.6% | +24.8% | +19.8% | +44.7% |
| 3Y | +147.4% | +73.2% | +74.2% | +135.7% |
| All | +170.7% | +74.0% | +96.6% | +165.7% |
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