+224.7%
TQQQ vs USAR
+53.8%
+170.9%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.0% | +5.5% | +2.8% |
| 7D | -1.9% | -11.6% | +9.7% | -1.0% |
| 30D | -4.9% | -15.5% | +10.6% | -3.7% |
| 3M | -6.4% | -31.0% | +24.6% | -4.2% |
| 6M | +44.4% | -26.2% | +70.6% | +47.0% |
| YTD | +35.2% | +30.8% | +4.4% | +36.7% |
| 1Y | +49.5% | +7.1% | +42.4% | +52.1% |
| 3Y | +250.7% | +53.0% | +197.7% | +256.6% |
| All | +224.7% | +53.8% | +170.9% | +242.6% |
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 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