+8.6%
F vs USAR
-26.7%
+35.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -9.5% | +8.4% | -0.9% |
| 7D | +1.4% | -29.5% | +30.8% | +2.3% |
| 30D | +2.0% | -46.0% | +48.0% | +3.5% |
| 3M | -10.4% | -56.8% | +46.4% | -8.6% |
| 6M | +9.7% | -72.9% | +82.7% | +12.8% |
| YTD | -1.2% | -37.6% | +36.5% | +0.1% |
| 1Y | 0.0% | -56.0% | +56.0% | +1.6% |
| 3Y | +41.1% | -27.5% | +68.6% | +36.1% |
| All | +8.6% | -26.7% | +35.2% | -1.2% |
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