+25.7%
EMR vs USAR
-49.3%
+75.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.9% | +8.3% | +3.2% |
| 7D | +1.6% | -21.8% | +23.4% | +4.8% |
| 30D | +5.0% | -39.9% | +44.9% | +11.6% |
| 3M | +7.7% | -52.5% | +60.2% | +17.3% |
| 6M | +26.8% | -67.9% | +94.7% | +43.7% |
| YTD | +29.9% | -31.1% | +61.0% | +32.9% |
| 1Y | +25.7% | -49.8% | +75.5% | +31.0% |
| All | +25.7% | -49.3% | +75.0% | +31.0% |
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