+89.4%
T vs USAR
-18.7%
+108.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -0.7% |
| 7D | +1.0% | -14.5% | +15.5% | +0.9% |
| 30D | -10.6% | -37.8% | +27.2% | -11.0% |
| 3M | -7.7% | -52.8% | +45.0% | -8.4% |
| 6M | -13.3% | -71.2% | +57.9% | -14.1% |
| YTD | -8.8% | -30.9% | +22.1% | -9.3% |
| 1Y | -8.4% | -48.0% | +39.6% | -9.0% |
| 3Y | +59.6% | -19.7% | +79.3% | +49.0% |
| All | +89.4% | -18.7% | +108.1% | +62.4% |
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