+263.0%
UMC vs USAR
+67.7%
+195.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.4% | +7.4% | +4.2% |
| 7D | +13.6% | -4.4% | +18.0% | +14.0% |
| 30D | +20.8% | -10.4% | +31.2% | +21.5% |
| 3M | +16.1% | -18.4% | +34.5% | +17.2% |
| 6M | +137.3% | -8.8% | +146.1% | +138.4% |
| YTD | +193.8% | +43.4% | +150.4% | +192.6% |
| 1Y | +236.1% | +21.0% | +215.1% | +235.2% |
| All | +263.0% | +67.7% | +195.2% | +291.9% |
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 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