+115.0%
UMC vs USAR
-49.3%
+164.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.9% | +3.8% | -0.8% |
| 7D | -14.7% | -21.8% | +7.1% | -10.1% |
| 30D | -32.9% | -39.9% | +7.1% | -25.5% |
| 3M | -22.2% | -52.5% | +30.4% | -10.2% |
| 6M | +25.9% | -67.9% | +93.8% | +54.5% |
| YTD | +107.9% | -31.1% | +139.0% | +136.1% |
| 1Y | +115.0% | -49.8% | +164.9% | +149.2% |
| All | +115.0% | -49.3% | +164.3% | +149.2% |
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