+210.2%
INTC vs USAR
+74.5%
+135.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +0.3% | +8.8% | +9.0% |
| 7D | +17.4% | +2.3% | +15.1% | +17.2% |
| 30D | +2.8% | -8.6% | +11.4% | +3.3% |
| 3M | -5.3% | -20.5% | +15.2% | -4.3% |
| 6M | +140.6% | +1.2% | +139.4% | +140.4% |
| YTD | +183.1% | +48.4% | +134.7% | +179.5% |
| 1Y | +326.8% | +30.6% | +296.1% | +323.0% |
| 3Y | +179.4% | +73.6% | +105.8% | +190.8% |
| All | +210.2% | +74.5% | +135.6% | +232.6% |
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