+207.2%
UMC vs USAR
+27.9%
+179.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.0% | +4.7% |
| 7D | +5.0% | -2.1% | +7.1% | +5.3% |
| 30D | +7.7% | +2.6% | +5.0% | +6.6% |
| 3M | +1.7% | -35.0% | +36.7% | +6.0% |
| 6M | +113.9% | -6.9% | +120.8% | +115.3% |
| YTD | +168.9% | +48.0% | +120.9% | +166.8% |
| 1Y | +207.2% | +24.8% | +182.4% | +232.0% |
| All | +207.2% | +27.9% | +179.3% | +232.0% |
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