+194.0%
C vs USAR
-13.4%
+207.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.5% | -4.1% | +2.2% |
| 7D | -0.9% | -1.1% | +0.2% | -0.9% |
| 30D | -5.4% | -30.3% | +24.9% | -4.2% |
| 3M | -9.2% | -54.7% | +45.5% | -6.6% |
| 6M | -1.8% | -67.5% | +65.7% | +1.6% |
| YTD | +6.7% | -26.4% | +33.1% | +7.6% |
| 1Y | +23.5% | -49.5% | +73.1% | +25.2% |
| 3Y | +219.8% | -14.5% | +234.2% | +220.5% |
| All | +194.0% | -13.4% | +207.4% | +183.3% |
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