-3.5%
F vs USAR
-55.1%
+51.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.6% | +7.7% | -1.3% |
| 7D | -0.2% | -9.1% | +8.8% | +0.3% |
| 30D | +0.9% | -36.9% | +37.8% | +3.8% |
| 3M | -11.3% | -58.4% | +47.1% | -6.3% |
| 6M | +2.0% | -70.6% | +72.6% | +9.8% |
| YTD | -3.2% | -33.4% | +30.3% | -2.8% |
| 1Y | -3.5% | -54.0% | +50.6% | -1.3% |
| All | -3.5% | -55.1% | +51.7% | -1.3% |
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