-7.2%
T vs USAR
+29.1%
-36.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | -1.5% | +2.3% | -3.9% | -1.5% |
| 30D | +7.6% | -8.6% | +16.2% | +7.3% |
| 3M | +15.3% | -20.5% | +35.8% | +14.9% |
| 6M | -8.5% | +1.2% | -9.7% | -7.6% |
| YTD | +6.8% | +48.4% | -41.6% | +8.6% |
| 1Y | -7.2% | +30.6% | -37.9% | -5.9% |
| All | -7.2% | +29.1% | -36.3% | -5.9% |
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