+19.2%
U vs USAR
-50.4%
+69.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.5% | -6.6% | -0.9% |
| 7D | +32.3% | -1.1% | +33.4% | +32.1% |
| 30D | +9.7% | -30.3% | +40.0% | +14.8% |
| 3M | +19.6% | -54.7% | +74.3% | +32.0% |
| 6M | +82.6% | -67.5% | +150.1% | +107.3% |
| YTD | +16.4% | -26.4% | +42.8% | +20.0% |
| All | +19.2% | -50.4% | +69.6% | +28.1% |
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