+161.8%
B vs USAR
-13.4%
+175.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.5% | -2.3% | +3.8% |
| 7D | +11.3% | -1.1% | +12.4% | +11.3% |
| 30D | +2.9% | -30.3% | +33.2% | +4.8% |
| 3M | -2.9% | -54.7% | +51.8% | +1.1% |
| 6M | -1.2% | -67.5% | +66.3% | +3.9% |
| YTD | -1.3% | -26.4% | +25.1% | +1.4% |
| 1Y | +30.4% | -49.5% | +80.0% | +34.5% |
| 3Y | +195.3% | -14.5% | +209.7% | +199.5% |
| All | +161.8% | -13.4% | +175.3% | +167.0% |
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