-2.3%
F vs USAR
-55.1%
+52.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.1% |
| 7D | +1.0% | -9.1% | +10.0% | +1.5% |
| 30D | +2.1% | -36.9% | +39.1% | +5.1% |
| 3M | -10.3% | -58.4% | +48.1% | -5.2% |
| 6M | +3.3% | -70.6% | +73.9% | +11.1% |
| YTD | -2.0% | -33.4% | +31.5% | -1.6% |
| 1Y | -2.3% | -54.0% | +51.8% | -0.1% |
| All | -2.3% | -55.1% | +52.8% | -0.1% |
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