+81.0%
QQQ vs USAR
-19.4%
+100.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.2% |
| 7D | +3.6% | -0.8% | +4.4% | +3.6% |
| 30D | -6.7% | -20.9% | +14.2% | -6.2% |
| 3M | -7.0% | -56.2% | +49.1% | -5.0% |
| 6M | -4.7% | -67.9% | +63.2% | -2.3% |
| YTD | +11.1% | -31.4% | +42.5% | +13.2% |
| 1Y | +12.3% | -45.1% | +57.3% | +14.5% |
| 3Y | +83.3% | -20.3% | +103.6% | +86.0% |
| All | +81.0% | -19.4% | +100.4% | +86.8% |
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 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