+15.9%
O vs USAR
-18.7%
+34.7%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.8% | -11.6% | -0.7% |
| 7D | +3.7% | -14.5% | +18.2% | +3.7% |
| 30D | +11.2% | -37.8% | +49.0% | +11.1% |
| 3M | -4.0% | -52.8% | +48.8% | -4.1% |
| 6M | -5.2% | -71.2% | +66.0% | -5.3% |
| YTD | +9.5% | -30.9% | +40.4% | +8.9% |
| 1Y | +10.6% | -48.0% | +58.6% | +10.1% |
| 3Y | +38.1% | -19.7% | +57.8% | +33.9% |
| All | +15.9% | -18.7% | +34.7% | +8.3% |
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