+74.9%
USAR vs FIVN
-61.3%
+136.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +2.0% | -0.4% |
| 7D | -2.1% | -2.3% | +0.2% | -2.0% |
| 30D | +2.6% | +12.4% | -9.8% | +2.2% |
| 3M | -35.0% | +36.0% | -71.0% | -35.1% |
| 6M | -6.9% | +86.0% | -92.8% | -7.7% |
| YTD | +48.0% | +65.9% | -18.0% | +46.3% |
| 1Y | +24.8% | +26.5% | -1.7% | +22.2% |
| 3Y | +73.2% | -54.2% | +127.5% | +71.8% |
| All | +74.9% | -61.3% | +136.2% | +73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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