+128.3%
GOOGL vs USAR
-21.3%
+149.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.1% | +1.8% |
| 7D | +5.7% | +8.8% | -3.1% | +5.5% |
| 30D | -15.6% | -28.5% | +12.9% | -15.1% |
| 3M | -13.0% | -56.2% | +43.2% | -11.8% |
| 6M | -22.8% | -68.4% | +45.6% | -21.6% |
| YTD | -4.4% | -32.2% | +27.8% | -3.2% |
| 1Y | +4.5% | -52.3% | +56.8% | +5.8% |
| All | +128.3% | -21.3% | +149.6% | +104.9% |
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