+174.1%
GOOGL vs USAR
+53.8%
+120.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.0% | +4.8% | +1.8% |
| 7D | 0.0% | -11.6% | +11.7% | +0.2% |
| 30D | -1.4% | -15.5% | +14.1% | -1.2% |
| 3M | -5.3% | -31.0% | +25.7% | -4.9% |
| 6M | +9.8% | -26.2% | +36.0% | +9.9% |
| YTD | +8.4% | +30.8% | -22.4% | +8.5% |
| 1Y | +41.2% | +7.1% | +34.1% | +41.6% |
| 3Y | +149.6% | +53.0% | +96.6% | +138.0% |
| All | +174.1% | +53.8% | +120.4% | +169.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling