-24.7%
LOW vs USAR
+25.8%
-50.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -1.1% |
| 7D | -0.6% | -4.4% | +3.8% | -0.6% |
| 30D | -9.3% | -10.4% | +1.1% | -9.2% |
| 3M | -8.1% | -18.4% | +10.3% | -8.0% |
| 6M | -19.8% | -8.8% | -10.9% | -20.2% |
| YTD | -16.4% | +43.4% | -59.7% | -15.9% |
| 1Y | -24.7% | +21.0% | -45.7% | -26.7% |
| All | -24.7% | +25.8% | -50.5% | -26.7% |
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