+100.3%
META vs USAR
+74.0%
+26.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | +6.7% | -2.1% | +8.8% | +6.7% |
| 30D | +4.8% | +2.6% | +2.1% | +4.7% |
| 3M | -1.6% | -35.0% | +33.4% | -1.1% |
| 6M | -7.5% | -6.9% | -0.6% | -7.8% |
| YTD | -6.4% | +48.0% | -54.4% | -7.4% |
| 1Y | -17.3% | +24.8% | -42.2% | -18.1% |
| 3Y | +109.9% | +73.2% | +36.7% | +96.3% |
| All | +100.3% | +74.0% | +26.3% | +89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling