+85.6%
INTC vs USAR
-18.3%
+103.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.4% | +3.2% | +7.1% |
| 7D | +7.3% | +0.8% | +6.5% | +7.2% |
| 30D | -38.3% | -30.1% | -8.3% | -36.4% |
| 3M | -36.0% | -56.3% | +20.3% | -31.8% |
| 6M | -51.7% | -68.6% | +16.9% | -47.9% |
| YTD | +69.4% | -30.5% | +99.9% | +77.6% |
| 1Y | +65.0% | -53.5% | +118.5% | +73.8% |
| 3Y | +63.0% | -19.3% | +82.3% | +78.0% |
| All | +85.6% | -18.3% | +103.9% | +111.4% |
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