+18.4%
U vs USAR
-49.3%
+67.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -5.9% | +10.7% | +5.7% |
| 7D | +7.5% | -21.8% | +29.2% | +11.3% |
| 30D | -7.0% | -39.9% | +32.9% | -0.2% |
| 3M | +20.6% | -52.5% | +73.1% | +33.1% |
| 6M | +53.2% | -67.9% | +121.1% | +75.9% |
| YTD | -3.9% | -31.1% | +27.2% | -1.0% |
| 1Y | +18.4% | -49.8% | +68.2% | +29.9% |
| All | +18.4% | -49.3% | +67.7% | +29.9% |
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