+30.9%
EMR vs USAR
-55.1%
+86.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -9.6% | +8.4% | +0.1% |
| 7D | +0.7% | -9.1% | +9.8% | +1.8% |
| 30D | +3.5% | -36.9% | +40.5% | +9.4% |
| 3M | +5.9% | -58.4% | +64.3% | +17.8% |
| 6M | +19.4% | -70.6% | +90.1% | +37.3% |
| YTD | +27.7% | -33.4% | +61.1% | +30.2% |
| 1Y | +30.9% | -54.0% | +84.9% | +37.3% |
| All | +30.9% | -55.1% | +86.0% | +37.3% |
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 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