+96.7%
META vs USAR
-26.7%
+123.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.5% | +5.6% | -3.8% |
| 7D | -3.1% | -29.5% | +26.4% | -2.5% |
| 30D | -18.1% | -46.0% | +27.9% | -17.3% |
| 3M | +2.9% | -56.8% | +59.6% | +4.2% |
| 6M | +0.2% | -72.9% | +73.1% | +2.0% |
| YTD | -8.1% | -37.6% | +29.5% | -7.9% |
| 1Y | -4.5% | -56.0% | +51.5% | -4.0% |
| 3Y | +94.2% | -27.5% | +121.7% | +83.1% |
| All | +96.7% | -26.7% | +123.3% | +88.3% |
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