+120.4%
UMC vs USAR
-51.4%
+171.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.5% |
| 7D | +11.2% | -0.8% | +12.0% | +11.3% |
| 30D | -28.0% | -20.9% | -7.1% | -24.5% |
| 3M | -20.5% | -56.2% | +35.6% | -6.5% |
| 6M | -1.6% | -67.9% | +66.3% | +20.5% |
| YTD | +99.4% | -31.4% | +130.8% | +131.5% |
| 1Y | +120.4% | -45.1% | +165.5% | +157.1% |
| All | +120.4% | -51.4% | +171.8% | +157.1% |
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