-9.6%
U vs USAR
+74.0%
-83.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -3.8% | -2.1% | -1.7% | -3.7% |
| 30D | +17.5% | +2.6% | +14.8% | +17.1% |
| 3M | +38.7% | -35.0% | +73.7% | +41.3% |
| 6M | +104.4% | -6.9% | +111.3% | +103.6% |
| YTD | -5.7% | +48.0% | -53.7% | -7.9% |
| 1Y | +3.7% | +24.8% | -21.1% | +1.6% |
| 3Y | +12.3% | +73.2% | -60.9% | -8.5% |
| All | -9.6% | +74.0% | -83.6% | -28.9% |
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 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