+54.5%
USAR vs FANG
+70.3%
-15.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -11.6% | +2.9% | -14.5% | -11.1% |
| 30D | -15.5% | +2.6% | -18.1% | -14.9% |
| 3M | -31.0% | +7.6% | -38.6% | -29.5% |
| 6M | -26.2% | +17.3% | -43.5% | -23.3% |
| YTD | +30.8% | +38.7% | -7.9% | +39.8% |
| 1Y | +7.1% | +51.6% | -44.6% | +16.0% |
| 3Y | +53.0% | +50.0% | +3.0% | +69.0% |
| All | +54.5% | +70.3% | -15.8% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling