-0.4%
GOOGL vs USAR
-55.0%
+54.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.5% | +7.3% | -1.6% |
| 7D | -0.4% | -29.5% | +29.0% | +1.7% |
| 30D | -18.7% | -46.0% | +27.3% | -15.7% |
| 3M | -22.0% | -56.8% | +34.8% | -18.2% |
| 6M | -27.2% | -72.9% | +45.8% | -22.2% |
| YTD | -9.5% | -37.6% | +28.1% | -6.0% |
| 1Y | -0.4% | -56.0% | +55.7% | +4.1% |
| All | -0.4% | -55.0% | +54.7% | +4.1% |
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