-19.9%
USAR vs A
+47.8%
-67.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.1% | -1.7% |
| 7D | +8.8% | +0.7% | +8.0% | +8.7% |
| 30D | -28.5% | +0.8% | -29.3% | -28.3% |
| 3M | -56.2% | +16.9% | -73.0% | -57.8% |
| 6M | -68.4% | +53.8% | -122.2% | -71.9% |
| YTD | -32.2% | +28.1% | -60.3% | -37.5% |
| 1Y | -52.3% | +15.0% | -67.3% | -55.4% |
| 3Y | -21.2% | +63.1% | -84.3% | -26.9% |
| All | -19.9% | +47.8% | -67.6% | -25.7% |
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