+132.8%
B vs USAR
-19.4%
+152.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | -7.3% | -0.8% | -6.5% | -7.3% |
| 30D | -3.3% | -20.9% | +17.6% | -2.2% |
| 3M | -7.8% | -56.2% | +48.4% | -3.8% |
| 6M | -15.5% | -67.9% | +52.4% | -11.0% |
| YTD | -12.3% | -31.4% | +19.2% | -9.4% |
| 1Y | +5.4% | -45.1% | +50.4% | +9.0% |
| 3Y | +165.5% | -20.3% | +185.8% | +170.4% |
| All | +132.8% | -19.4% | +152.2% | +138.5% |
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 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