+230.1%
C vs USAR
+74.0%
+156.1%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | +3.6% | -2.1% | +5.7% | +3.7% |
| 30D | +0.1% | +2.6% | -2.6% | -0.1% |
| 3M | +2.4% | -35.0% | +37.4% | +3.5% |
| 6M | +24.9% | -6.9% | +31.8% | +24.4% |
| YTD | +19.8% | +48.0% | -28.2% | +17.9% |
| 1Y | +44.9% | +24.8% | +20.1% | +42.7% |
| 3Y | +263.0% | +73.2% | +189.7% | +252.5% |
| All | +230.1% | +74.0% | +156.1% | +210.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling