+362.6%
ASX vs USAR
-21.7%
+384.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -9.6% | +12.8% | +4.0% |
| 7D | -9.1% | -9.1% | -0.1% | -8.4% |
| 30D | -23.6% | -36.9% | +13.4% | -21.1% |
| 3M | -5.6% | -58.4% | +52.8% | -0.1% |
| 6M | +4.7% | -70.6% | +75.3% | +11.9% |
| YTD | +122.6% | -33.4% | +156.0% | +135.2% |
| 1Y | +133.0% | -54.0% | +187.0% | +146.1% |
| 3Y | +367.1% | -22.7% | +389.8% | +415.4% |
| All | +362.6% | -21.7% | +384.3% | +434.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling