+87.5%
U vs USAR
-20.4%
+107.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.1% | +4.1% | +5.2% |
| 7D | +2.6% | -0.8% | +3.4% | +2.6% |
| 30D | +27.6% | -20.9% | +48.5% | +29.1% |
| 3M | +15.3% | -56.2% | +71.5% | +20.8% |
| 6M | +96.4% | -67.9% | +164.3% | +108.2% |
| YTD | +19.6% | -31.4% | +51.0% | +22.1% |
| 1Y | +42.1% | -45.1% | +87.2% | +46.0% |
| 3Y | +87.5% | -20.3% | +107.8% | +66.5% |
| All | +87.5% | -20.4% | +107.9% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling