+3.7%
LOW vs USAR
-68.5%
+72.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.4% | -4.5% | 0.0% |
| 7D | +1.0% | +0.8% | +0.2% | +1.1% |
| 30D | +25.6% | -30.1% | +55.7% | +24.4% |
| 3M | +5.3% | -56.3% | +61.6% | +2.9% |
| 6M | +3.7% | -68.6% | +72.3% | -0.8% |
| All | +3.7% | -68.5% | +72.2% | -0.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling