+16.4%
O vs USAR
-20.3%
+36.6%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | -0.5% |
| 7D | -0.4% | +8.8% | -9.2% | -0.4% |
| 30D | +8.3% | -28.5% | +36.7% | +8.2% |
| 3M | -4.0% | -56.2% | +52.2% | -4.2% |
| 6M | -2.6% | -68.4% | +65.8% | -2.8% |
| YTD | +9.9% | -32.2% | +42.1% | +9.3% |
| 1Y | +9.8% | -52.3% | +62.1% | +9.3% |
| 3Y | +39.7% | -21.2% | +60.9% | +35.4% |
| All | +16.4% | -20.3% | +36.6% | +8.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling