+1.9%
META vs USAR
-55.1%
+57.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -9.6% | +9.6% | +0.4% |
| 7D | +3.3% | -9.1% | +12.3% | +3.6% |
| 30D | -10.8% | -36.9% | +26.2% | -9.2% |
| 3M | +7.9% | -58.4% | +66.3% | +11.1% |
| 6M | +5.4% | -70.6% | +76.0% | +9.5% |
| YTD | -2.6% | -33.4% | +30.9% | -5.0% |
| 1Y | +1.9% | -54.0% | +55.9% | +1.6% |
| All | +1.9% | -55.1% | +57.0% | +1.6% |
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