+126.0%
GOOGL vs USAR
-20.4%
+146.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.0% |
| 7D | +3.9% | -0.8% | +4.6% | +3.9% |
| 30D | -14.9% | -20.9% | +6.0% | -14.6% |
| 3M | -14.6% | -56.2% | +41.6% | -13.4% |
| 6M | -26.4% | -67.9% | +41.5% | -25.3% |
| YTD | -5.3% | -31.4% | +26.1% | -4.2% |
| 1Y | +6.5% | -45.1% | +51.5% | +7.8% |
| 3Y | +126.0% | -20.3% | +146.4% | +102.8% |
| All | +126.0% | -20.4% | +146.4% | +102.8% |
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