+175.9%
B vs USAR
-19.4%
+195.3%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.4% | -5.9% | -1.8% |
| 7D | -2.7% | +0.8% | -3.5% | -2.8% |
| 30D | -4.3% | -30.1% | +25.7% | -2.6% |
| 3M | -2.3% | -56.3% | +54.0% | +1.9% |
| 6M | -16.2% | -68.6% | +52.4% | -11.7% |
| YTD | -8.8% | -30.5% | +21.7% | -6.0% |
| 1Y | +11.4% | -53.5% | +64.8% | +15.3% |
| All | +175.9% | -19.4% | +195.3% | +197.4% |
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