+96.8%
EMR vs USAR
-13.4%
+110.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.5% | -2.1% | +4.1% |
| 7D | +2.1% | -1.1% | +3.2% | +2.1% |
| 30D | +4.8% | -30.3% | +35.0% | +6.2% |
| 3M | +7.5% | -54.7% | +62.2% | +10.8% |
| 6M | +20.9% | -67.5% | +88.4% | +25.7% |
| YTD | +29.2% | -26.4% | +55.6% | +31.5% |
| 1Y | +33.0% | -49.5% | +82.5% | +35.7% |
| 3Y | +109.8% | -14.5% | +124.2% | +126.7% |
| All | +96.8% | -13.4% | +110.2% | +116.9% |
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