+151.2%
B vs USAR
-18.7%
+170.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.8% | -10.3% | -0.1% |
| 7D | +9.6% | -14.5% | +24.1% | +10.5% |
| 30D | +3.5% | -37.8% | +41.4% | +6.1% |
| 3M | -1.6% | -52.8% | +51.2% | +2.3% |
| 6M | -1.7% | -71.2% | +69.6% | +4.0% |
| YTD | -5.3% | -30.9% | +25.6% | -2.3% |
| 1Y | +27.2% | -48.0% | +75.2% | +31.6% |
| 3Y | +166.1% | -19.7% | +185.8% | +170.8% |
| All | +151.2% | -18.7% | +170.0% | +157.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling