+26.8%
TSLA vs USAR
+74.5%
-47.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +4.0% |
| 7D | +3.4% | +2.3% | +1.1% | +3.3% |
| 30D | +12.0% | -8.6% | +20.7% | +12.2% |
| 3M | -10.0% | -20.5% | +10.5% | -9.9% |
| 6M | -7.2% | +1.2% | -8.4% | -6.9% |
| YTD | -18.1% | +48.4% | -66.5% | -17.0% |
| 1Y | +6.3% | +30.6% | -24.3% | +8.3% |
| 3Y | +48.2% | +73.6% | -25.5% | +30.2% |
| All | +26.8% | +74.5% | -47.7% | +18.6% |
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 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