-1.4%
LOW vs USAR
-49.3%
+47.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.9% | +13.4% | +7.5% |
| 7D | +15.6% | -21.8% | +37.4% | +15.9% |
| 30D | +28.6% | -39.9% | +68.5% | +29.5% |
| 3M | +5.8% | -52.5% | +58.4% | +7.0% |
| 6M | +3.8% | -67.9% | +71.8% | +5.4% |
| YTD | -2.8% | -31.1% | +28.3% | -2.0% |
| 1Y | -1.4% | -49.8% | +48.4% | -1.0% |
| All | -1.4% | -49.3% | +47.9% | -1.0% |
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