-29.1%
INTU vs USAR
-13.4%
-15.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.5% | -7.5% | -0.8% |
| 7D | -3.9% | -1.1% | -2.9% | -3.9% |
| 30D | +11.7% | -30.3% | +42.0% | +11.1% |
| 3M | +4.5% | -54.7% | +59.2% | +3.2% |
| 6M | -13.9% | -67.5% | +53.6% | -14.8% |
| YTD | -48.2% | -26.4% | -21.8% | -48.7% |
| 1Y | -47.1% | -49.5% | +2.4% | -47.6% |
| 3Y | -32.5% | -14.5% | -18.0% | -37.1% |
| All | -29.1% | -13.4% | -15.7% | -34.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling