+216.6%
TQQQ vs USAR
+58.5%
+158.1%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.0% | +2.7% | -2.8% |
| 7D | -3.9% | -9.3% | +5.4% | -3.2% |
| 30D | -5.3% | -15.2% | +9.9% | -4.1% |
| 3M | +0.1% | -21.1% | +21.2% | +1.7% |
| 6M | +40.7% | -21.6% | +62.2% | +42.8% |
| YTD | +31.8% | +34.8% | -3.0% | +33.0% |
| 1Y | +48.2% | +15.6% | +32.6% | +50.5% |
| 3Y | +253.6% | +57.7% | +195.9% | +258.8% |
| All | +216.6% | +58.5% | +158.1% | +233.3% |
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