+177.2%
B vs USAR
+74.0%
+103.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.2% |
| 7D | -1.6% | -2.1% | +0.5% | -1.5% |
| 30D | +9.4% | +2.6% | +6.8% | +9.2% |
| 3M | +5.0% | -35.0% | +40.0% | +6.7% |
| 6M | -3.5% | -6.9% | +3.3% | -3.6% |
| YTD | +4.5% | +48.0% | -43.5% | +3.6% |
| 1Y | +67.8% | +24.8% | +43.0% | +67.2% |
| 3Y | +196.7% | +73.2% | +123.5% | +191.5% |
| All | +177.2% | +74.0% | +103.2% | +172.7% |
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