+18.9%
NET vs USAR
-69.9%
+88.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.9% | +3.3% | -1.2% |
| 7D | -16.4% | -21.8% | +5.4% | -11.3% |
| 30D | -25.8% | -39.9% | +14.1% | -16.2% |
| 3M | -11.5% | -52.5% | +41.0% | +4.9% |
| 6M | +18.9% | -67.9% | +86.9% | +51.4% |
| All | +18.9% | -69.9% | +88.8% | +51.4% |
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