-17.9%
USAR vs A
+51.2%
-69.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +0.8% | -0.1% | +0.9% | +1.0% |
| 30D | -30.1% | +3.3% | -33.4% | -30.5% |
| 3M | -56.3% | +18.5% | -74.8% | -58.1% |
| 6M | -68.6% | +59.3% | -127.9% | -72.3% |
| YTD | -30.5% | +31.0% | -61.6% | -36.5% |
| 1Y | -53.5% | +19.3% | -72.8% | -56.9% |
| 3Y | -19.3% | +66.8% | -86.1% | -25.7% |
| All | -17.9% | +51.2% | -69.1% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling