+363.5%
ASX vs USAR
-19.4%
+382.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.2% | -2.1% |
| 7D | +12.4% | -0.8% | +13.2% | +12.4% |
| 30D | -19.8% | -20.9% | +1.1% | -18.4% |
| 3M | -10.3% | -56.2% | +45.8% | -5.4% |
| 6M | +1.2% | -67.9% | +69.1% | +7.8% |
| YTD | +123.0% | -31.4% | +154.5% | +135.1% |
| 1Y | +145.4% | -45.1% | +190.5% | +158.8% |
| 3Y | +368.6% | -20.3% | +388.9% | +415.9% |
| All | +363.5% | -19.4% | +382.9% | +434.8% |
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