+16.3%
FIX vs USAR
-54.5%
+70.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -2.2% |
| 7D | +17.0% | +8.8% | +8.2% | +14.4% |
| 30D | -30.6% | -28.5% | -2.1% | -24.7% |
| 3M | -35.0% | -56.2% | +21.1% | -21.4% |
| 6M | -44.0% | -68.4% | +24.5% | -28.3% |
| YTD | +21.1% | -32.2% | +53.3% | +23.7% |
| 1Y | +16.3% | -52.3% | +68.6% | +27.3% |
| All | +16.3% | -54.5% | +70.7% | +27.3% |
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