-49.8%
USAR vs FANG
+32.3%
-82.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -0.9% | -7.4% |
| 7D | -21.8% | -11.3% | -10.4% | -24.7% |
| 30D | -39.9% | -0.7% | -39.3% | -39.6% |
| 3M | -52.5% | -4.2% | -48.4% | -52.5% |
| 6M | -67.9% | -13.5% | -54.5% | -68.7% |
| YTD | -31.1% | +23.7% | -54.8% | -28.0% |
| 1Y | -49.8% | +34.3% | -84.2% | -54.9% |
| All | -49.8% | +32.3% | -82.1% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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