+27.8%
DOW vs USAR
+25.8%
+2.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.6% |
| 7D | -6.0% | -4.4% | -1.6% | -6.0% |
| 30D | -2.7% | -10.4% | +7.7% | -2.8% |
| 3M | -10.5% | -18.4% | +7.9% | -10.3% |
| 6M | -12.4% | -8.8% | -3.6% | -12.1% |
| YTD | +30.0% | +43.4% | -13.3% | +30.0% |
| 1Y | +27.8% | +21.0% | +6.8% | +23.5% |
| All | +27.8% | +25.8% | +2.0% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling