+186.9%
C vs USAR
-18.7%
+205.7%
-31.3%
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 | -2.4% | -14.5% | +12.1% | -1.8% |
| 30D | -6.0% | -37.8% | +31.8% | -4.4% |
| 3M | -10.5% | -52.8% | +42.2% | -8.2% |
| 6M | -5.7% | -71.2% | +65.5% | -2.1% |
| YTD | +4.1% | -30.9% | +35.0% | +5.3% |
| 1Y | +20.5% | -48.0% | +68.5% | +22.3% |
| 3Y | +208.1% | -19.7% | +227.8% | +209.7% |
| All | +186.9% | -18.7% | +205.7% | +177.2% |
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