-34.6%
DOW vs USAR
+73.6%
-108.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.3% | +0.2% | +0.4% |
| 7D | -2.9% | +2.3% | -5.2% | -2.9% |
| 30D | +2.0% | -8.6% | +10.6% | +1.9% |
| 3M | -12.5% | -20.5% | +8.0% | -12.5% |
| 6M | -9.2% | +1.2% | -10.4% | -9.0% |
| YTD | +30.8% | +48.4% | -17.6% | +31.5% |
| 1Y | +29.4% | +30.6% | -1.2% | +30.2% |
| 3Y | -34.6% | +73.6% | -108.2% | -32.1% |
| All | -34.6% | +73.6% | -108.2% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling