-7.9%
LOW vs USAR
+53.8%
-61.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.1% |
| 7D | -3.7% | -11.6% | +7.9% | -3.8% |
| 30D | -8.9% | -15.5% | +6.6% | -8.9% |
| 3M | -10.4% | -31.0% | +20.6% | -10.5% |
| 6M | -19.4% | -26.2% | +6.8% | -19.6% |
| YTD | -17.1% | +30.8% | -47.9% | -16.6% |
| 1Y | -26.3% | +7.1% | -33.4% | -25.9% |
| 3Y | -9.9% | +53.0% | -62.9% | -10.1% |
| All | -7.9% | +53.8% | -61.6% | -9.8% |
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