+325.3%
ASX vs USAR
-19.7%
+345.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +10.8% | -4.4% | +5.6% |
| 7D | -19.9% | -14.5% | -5.4% | -18.9% |
| 30D | -30.9% | -37.8% | +7.0% | -28.6% |
| 3M | -15.1% | -52.8% | +37.7% | -10.9% |
| 6M | -6.5% | -71.2% | +64.8% | -0.2% |
| YTD | +98.4% | -30.9% | +129.3% | +109.1% |
| 1Y | +107.9% | -48.0% | +155.9% | +119.1% |
| 3Y | +325.3% | -19.7% | +345.0% | +394.5% |
| All | +325.3% | -19.7% | +345.0% | +394.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling