-28.7%
ON vs USAR
+74.0%
-102.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.0% |
| 7D | +2.4% | -2.1% | +4.5% | +2.6% |
| 30D | -3.3% | +2.6% | -5.9% | -3.5% |
| 3M | -43.6% | -35.0% | -8.6% | -42.5% |
| 6M | +19.0% | -6.9% | +25.8% | +19.2% |
| YTD | +37.4% | +48.0% | -10.6% | +35.6% |
| 1Y | +54.8% | +24.8% | +30.0% | +52.8% |
| 3Y | -25.2% | +73.2% | -98.4% | -32.7% |
| All | -28.7% | +74.0% | -102.7% | -34.1% |
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