+348.0%
ASX vs USAR
-13.4%
+361.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +6.5% | +2.1% | +8.1% |
| 7D | -12.3% | -1.1% | -11.2% | -12.1% |
| 30D | -26.0% | -30.3% | +4.3% | -24.2% |
| 3M | -8.1% | -54.7% | +46.6% | -3.4% |
| 6M | +1.4% | -67.5% | +68.9% | +7.6% |
| YTD | +115.6% | -26.4% | +141.9% | +126.1% |
| 1Y | +128.0% | -49.5% | +177.6% | +139.1% |
| 3Y | +371.4% | -14.5% | +385.9% | +416.3% |
| All | +348.0% | -13.4% | +361.4% | +414.3% |
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