-7.4%
T vs USAR
-55.1%
+47.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.6% | +10.2% | +0.3% |
| 7D | +2.6% | -9.1% | +11.6% | +2.3% |
| 30D | -1.1% | -36.9% | +35.9% | -2.7% |
| 3M | -7.7% | -58.4% | +50.7% | -10.7% |
| 6M | -10.6% | -70.6% | +60.0% | -13.7% |
| YTD | -7.5% | -33.4% | +26.0% | -9.0% |
| 1Y | -7.4% | -54.0% | +46.6% | -9.2% |
| All | -7.4% | -55.1% | +47.7% | -9.2% |
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