+14.4%
FIX vs USAR
-49.3%
+63.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -5.9% | -9.2% | -13.6% |
| 7D | -18.9% | -21.8% | +2.8% | -13.7% |
| 30D | -36.3% | -39.9% | +3.6% | -28.1% |
| 3M | -38.5% | -52.5% | +14.0% | -27.5% |
| 6M | -42.3% | -67.9% | +25.7% | -26.8% |
| YTD | +17.1% | -31.1% | +48.2% | +19.8% |
| 1Y | +14.4% | -49.8% | +64.2% | +23.4% |
| All | +14.4% | -49.3% | +63.7% | +23.4% |
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