+199.4%
C vs USAR
-18.3%
+217.7%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.4% | -2.8% | +1.4% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | -5.3% | -30.1% | +24.7% | -4.1% |
| 3M | -8.0% | -56.3% | +48.3% | -5.3% |
| 6M | -0.3% | -68.6% | +68.3% | +3.3% |
| YTD | +8.6% | -30.5% | +39.2% | +9.8% |
| 1Y | +25.8% | -53.5% | +79.3% | +27.9% |
| 3Y | +221.2% | -19.3% | +240.5% | +222.6% |
| All | +199.4% | -18.3% | +217.7% | +189.1% |
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 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