+6.0%
TSLA vs USAR
+25.8%
-19.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +0.2% |
| 7D | +3.0% | -4.4% | +7.5% | +3.5% |
| 30D | +11.2% | -10.4% | +21.6% | +12.2% |
| 3M | -7.3% | -18.4% | +11.1% | -6.3% |
| 6M | -7.7% | -8.8% | +1.1% | -7.3% |
| YTD | -18.2% | +43.4% | -61.6% | -16.8% |
| 1Y | +6.0% | +21.0% | -15.0% | +37.8% |
| All | +6.0% | +25.8% | -19.8% | +37.8% |
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 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