-1.1%
META vs USAR
-51.6%
+50.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.4% |
| 7D | -0.8% | -14.5% | +13.7% | -0.2% |
| 30D | -15.4% | -37.8% | +22.4% | -13.9% |
| 3M | +3.5% | -52.8% | +56.3% | +6.2% |
| 6M | -0.3% | -71.2% | +71.0% | +3.7% |
| YTD | -7.3% | -30.9% | +23.6% | -9.7% |
| 1Y | -1.1% | -48.0% | +46.9% | -2.2% |
| All | -1.1% | -51.6% | +50.5% | -2.2% |
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