+31.4%
O vs USAR
+73.1%
-41.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -0.7% | -2.1% | +1.4% | -0.8% |
| 30D | -1.9% | +2.6% | -4.5% | -1.9% |
| 3M | +3.8% | -35.0% | +38.9% | +3.9% |
| 6M | -4.7% | -6.9% | +2.1% | -4.8% |
| YTD | +12.5% | +48.0% | -35.5% | +12.1% |
| 1Y | +10.8% | +24.8% | -14.0% | +10.6% |
| All | +31.4% | +73.1% | -41.7% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling