+18.0%
EXC vs USAR
+74.0%
-56.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | +0.3% | -2.1% | +2.4% | +0.3% |
| 30D | -3.7% | +2.6% | -6.3% | -3.7% |
| 3M | -1.3% | -35.0% | +33.7% | -1.4% |
| 6M | -9.7% | -6.9% | -2.8% | -9.8% |
| YTD | +2.9% | +48.0% | -45.1% | +2.6% |
| 1Y | +4.4% | +24.8% | -20.4% | +4.1% |
| 3Y | +22.2% | +73.2% | -51.0% | +30.4% |
| All | +18.0% | +74.0% | -56.0% | +26.6% |
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