-23.4%
EWY vs USAR
-68.5%
+45.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.4% | +1.8% | +4.1% |
| 7D | -2.8% | +0.8% | -3.6% | -3.3% |
| 30D | -13.1% | -30.1% | +17.0% | +1.9% |
| 3M | -11.6% | -56.3% | +44.7% | +29.7% |
| 6M | -23.4% | -68.6% | +45.2% | +30.0% |
| All | -23.4% | -68.5% | +45.1% | +30.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling