+90.5%
QQQ vs USAR
+68.6%
+21.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.2% |
| 7D | +1.0% | -4.4% | +5.4% | +1.1% |
| 30D | -0.6% | -10.4% | +9.8% | -0.4% |
| 3M | +1.3% | -18.4% | +19.7% | +1.6% |
| 6M | +18.1% | -8.8% | +27.0% | +18.2% |
| YTD | +16.9% | +43.4% | -26.5% | +16.8% |
| 1Y | +24.0% | +21.0% | +3.0% | +24.1% |
| 3Y | +95.6% | +67.7% | +27.9% | +95.5% |
| All | +90.5% | +68.6% | +21.9% | +92.8% |
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