-6.0%
LOW vs USAR
+74.5%
-80.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.4% | +2.3% | -1.9% | +0.4% |
| 30D | -10.1% | -8.6% | -1.5% | -10.1% |
| 3M | -2.9% | -20.5% | +17.6% | -2.9% |
| 6M | -19.4% | +1.2% | -20.6% | -19.4% |
| YTD | -15.4% | +48.4% | -63.8% | -14.9% |
| 1Y | -24.9% | +30.6% | -55.6% | -24.5% |
| 3Y | -7.8% | +73.6% | -81.5% | -8.0% |
| All | -6.0% | +74.5% | -80.5% | -8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling