+11.6%
U vs USAR
-13.4%
+25.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.5% |
| 7D | +32.3% | -1.1% | +33.4% | +32.2% |
| 30D | +9.7% | -30.3% | +40.0% | +12.0% |
| 3M | +19.6% | -54.7% | +74.3% | +25.1% |
| 6M | +82.6% | -67.5% | +150.1% | +93.4% |
| YTD | +16.4% | -26.4% | +42.8% | +18.4% |
| 1Y | +28.5% | -49.5% | +78.0% | +32.1% |
| 3Y | +103.8% | -14.5% | +118.2% | +76.2% |
| All | +11.6% | -13.4% | +25.0% | -8.6% |
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