-0.3%
SPOT vs USAR
-49.3%
+49.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -5.9% | +10.4% | +4.6% |
| 7D | +16.6% | -21.8% | +38.3% | +16.8% |
| 30D | +29.9% | -39.9% | +69.9% | +30.9% |
| 3M | +31.3% | -52.5% | +83.8% | +32.9% |
| 6M | +43.2% | -67.9% | +111.2% | +46.8% |
| YTD | +8.1% | -31.1% | +39.2% | +4.9% |
| 1Y | -0.3% | -49.8% | +49.5% | -1.3% |
| All | -0.3% | -49.3% | +49.0% | -1.3% |
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 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