+7.8%
F vs USAR
-18.7%
+26.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.6% | -1.0% |
| 7D | +1.6% | -14.5% | +16.1% | +1.9% |
| 30D | +2.6% | -37.8% | +40.5% | +3.8% |
| 3M | -8.8% | -52.8% | +43.9% | -7.2% |
| 6M | +4.6% | -71.2% | +75.9% | +7.4% |
| YTD | -1.9% | -30.9% | +29.0% | -0.9% |
| 1Y | -0.8% | -48.0% | +47.2% | +0.4% |
| 3Y | +43.5% | -19.7% | +63.2% | +38.0% |
| All | +7.8% | -18.7% | +26.5% | -2.2% |
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