+4.6%
TSLA vs USAR
+27.9%
-23.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.5% | -5.9% |
| 7D | +1.5% | -2.1% | +3.6% | +1.7% |
| 30D | +10.1% | +2.6% | +7.5% | +9.8% |
| 3M | -15.4% | -35.0% | +19.6% | -13.6% |
| 6M | -12.8% | -6.9% | -5.9% | -12.6% |
| YTD | -21.3% | +48.0% | -69.2% | -20.1% |
| 1Y | +4.6% | +24.8% | -20.2% | +31.6% |
| All | +4.6% | +27.9% | -23.3% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling