+230.1%
TQQQ vs USAR
+74.5%
+155.6%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +4.4% | +2.3% | +2.0% | +4.2% |
| 30D | -3.1% | -8.6% | +5.5% | -2.5% |
| 3M | -5.2% | -20.5% | +15.3% | -4.0% |
| 6M | +52.4% | +1.2% | +51.2% | +53.1% |
| YTD | +37.4% | +48.4% | -11.0% | +37.6% |
| 1Y | +56.0% | +30.6% | +25.4% | +57.2% |
| 3Y | +268.7% | +73.6% | +195.0% | +271.2% |
| All | +230.1% | +74.5% | +155.6% | +244.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling