+420.4%
FIX vs USAR
-27.6%
+447.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -9.5% | -2.1% | -10.8% |
| 7D | -27.2% | -29.5% | +2.2% | -25.1% |
| 30D | -46.9% | -46.0% | -0.9% | -44.4% |
| 3M | -44.4% | -56.8% | +12.3% | -41.0% |
| 6M | -50.9% | -72.9% | +22.0% | -46.6% |
| YTD | +3.5% | -37.6% | +41.2% | +8.9% |
| 1Y | -2.1% | -56.0% | +53.9% | +3.4% |
| All | +420.4% | -27.6% | +447.9% | +571.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling