+9.7%
O vs USAR
-51.4%
+61.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.9% | -0.7% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | +7.1% | -20.9% | +28.1% | +6.9% |
| 3M | -5.2% | -56.2% | +50.9% | -6.0% |
| 6M | -1.8% | -67.9% | +66.1% | -2.4% |
| YTD | +9.1% | -31.4% | +40.5% | +5.6% |
| 1Y | +9.7% | -45.1% | +54.7% | +6.3% |
| All | +9.7% | -51.4% | +61.1% | +6.3% |
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 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