+174.0%
GOOGL vs USAR
+74.5%
+99.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +1.1% | +2.3% | -1.3% | +1.0% |
| 30D | -4.4% | -8.6% | +4.2% | -4.3% |
| 3M | -6.8% | -20.5% | +13.7% | -6.6% |
| 6M | +13.6% | +1.2% | +12.4% | +13.5% |
| YTD | +8.3% | +48.4% | -40.1% | +8.3% |
| 1Y | +44.9% | +30.6% | +14.3% | +45.1% |
| 3Y | +150.5% | +73.6% | +76.8% | +138.4% |
| All | +174.0% | +74.5% | +99.5% | +168.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling