+77.4%
EMR vs USAR
+74.0%
+3.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | -1.5% | -2.1% | +0.6% | -1.4% |
| 30D | -5.6% | +2.6% | -8.2% | -5.8% |
| 3M | +7.9% | -35.0% | +43.0% | +9.4% |
| 6M | +6.0% | -6.9% | +12.9% | +5.8% |
| YTD | +16.4% | +48.0% | -31.5% | +15.3% |
| 1Y | +16.6% | +24.8% | -8.2% | +15.5% |
| 3Y | +62.9% | +73.2% | -10.4% | +72.2% |
| All | +77.4% | +74.0% | +3.4% | +90.2% |
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