+69.7%
SPY vs USAR
-18.7%
+88.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.8% | -10.5% | +0.1% |
| 7D | -2.7% | -14.5% | +11.8% | -2.5% |
| 30D | -5.4% | -37.8% | +32.4% | -4.7% |
| 3M | -4.1% | -52.8% | +48.7% | -3.0% |
| 6M | +0.7% | -71.2% | +71.9% | +2.3% |
| YTD | +8.7% | -30.9% | +39.6% | +9.8% |
| 1Y | +10.9% | -48.0% | +58.9% | +12.1% |
| 3Y | +75.0% | -19.7% | +94.7% | +78.1% |
| All | +69.7% | -18.7% | +88.4% | +73.7% |
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