+194.7%
C vs USAR
-21.7%
+216.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -9.6% | +9.8% | +0.6% |
| 7D | -0.4% | -9.1% | +8.7% | 0.0% |
| 30D | -5.2% | -36.9% | +31.8% | -3.6% |
| 3M | -9.1% | -58.4% | +49.3% | -6.2% |
| 6M | -1.6% | -70.6% | +69.0% | +2.2% |
| YTD | +6.9% | -33.4% | +40.4% | +8.3% |
| 1Y | +23.0% | -54.0% | +77.0% | +25.2% |
| 3Y | +216.1% | -22.7% | +238.8% | +218.1% |
| All | +194.7% | -21.7% | +216.4% | +185.1% |
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