+253.5%
TQQQ vs USAR
+67.7%
+185.8%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.6% |
| 7D | +2.8% | -4.4% | +7.2% | +3.2% |
| 30D | -3.0% | -10.4% | +7.4% | -2.3% |
| 3M | -2.7% | -18.4% | +15.7% | -1.5% |
| 6M | +45.4% | -8.8% | +54.3% | +46.7% |
| YTD | +36.3% | +43.4% | -7.1% | +36.8% |
| 1Y | +53.4% | +21.0% | +32.4% | +55.0% |
| All | +253.5% | +67.7% | +185.8% | +288.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling