+52.3%
SO vs USAR
-21.3%
+73.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -1.5% |
| 7D | -0.9% | +8.8% | -9.7% | -0.9% |
| 30D | +4.9% | -28.5% | +33.4% | +4.8% |
| 3M | +0.8% | -56.2% | +56.9% | +0.4% |
| 6M | +0.6% | -68.4% | +69.0% | +0.2% |
| YTD | +8.7% | -32.2% | +40.8% | +8.0% |
| 1Y | +4.0% | -52.3% | +56.3% | +3.4% |
| All | +52.3% | -21.3% | +73.5% | +66.5% |
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