+59.3%
USAR vs A
+22.1%
+37.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.1% | -4.9% | -5.7% |
| 7D | -9.3% | -4.6% | -4.8% | -8.1% |
| 30D | -15.2% | -4.3% | -10.9% | -14.0% |
| 3M | -21.1% | +8.9% | -30.0% | -22.9% |
| 6M | -21.6% | +24.5% | -46.1% | -26.2% |
| YTD | +34.8% | +5.8% | +29.0% | +30.5% |
| 1Y | +15.6% | +16.2% | -0.6% | +10.3% |
| 3Y | +57.7% | +28.5% | +29.3% | +53.7% |
| All | +59.3% | +22.1% | +37.2% | +55.2% |
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