+46.2%
SLB vs USAR
-49.3%
+95.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.6% |
| 7D | -4.1% | -21.8% | +17.7% | -2.1% |
| 30D | +2.5% | -39.9% | +42.5% | +6.9% |
| 3M | +2.0% | -52.5% | +54.5% | +8.1% |
| 6M | -6.3% | -67.9% | +61.6% | +2.3% |
| YTD | +36.5% | -31.1% | +67.6% | +35.2% |
| 1Y | +46.2% | -49.8% | +96.1% | +47.1% |
| All | +46.2% | -49.3% | +95.5% | +47.1% |
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 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