+215.4%
INTC vs USAR
+68.6%
+146.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +1.9% |
| 7D | +18.0% | -4.4% | +22.4% | +18.3% |
| 30D | +8.9% | -10.4% | +19.3% | +9.6% |
| 3M | -1.6% | -18.4% | +16.8% | -0.6% |
| 6M | +133.1% | -8.8% | +141.9% | +133.8% |
| YTD | +187.9% | +43.4% | +144.6% | +184.9% |
| 1Y | +334.7% | +21.0% | +313.7% | +331.7% |
| 3Y | +184.2% | +67.7% | +116.4% | +196.4% |
| All | +215.4% | +68.6% | +146.8% | +239.0% |
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