+26.7%
F vs USAR
+74.0%
-47.3%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +1.9% | +1.5% |
| 7D | +5.3% | -2.1% | +7.4% | +5.4% |
| 30D | +4.6% | +2.6% | +2.0% | +4.5% |
| 3M | -3.7% | -35.0% | +31.4% | -2.9% |
| 6M | +16.8% | -6.9% | +23.7% | +16.8% |
| YTD | +15.3% | +48.0% | -32.7% | +14.4% |
| 1Y | +31.0% | +24.8% | +6.2% | +29.7% |
| 3Y | +45.4% | +73.2% | -27.8% | +35.7% |
| All | +26.7% | +74.0% | -47.3% | +12.9% |
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