+90.9%
T vs USAR
-13.4%
+104.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.5% | -5.7% | +0.9% |
| 7D | +1.7% | -1.1% | +2.8% | +1.7% |
| 30D | -1.7% | -30.3% | +28.5% | -2.1% |
| 3M | -7.3% | -54.7% | +47.4% | -8.1% |
| 6M | -11.2% | -67.5% | +56.3% | -11.9% |
| YTD | -8.1% | -26.4% | +18.3% | -8.6% |
| 1Y | -8.0% | -49.5% | +41.5% | -8.5% |
| 3Y | +62.1% | -14.5% | +76.6% | +51.4% |
| All | +90.9% | -13.4% | +104.3% | +63.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling