-19.0%
USAR vs A
+48.6%
-67.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.5% | +0.6% | +0.9% |
| 7D | -0.8% | -0.5% | -0.3% | -0.6% |
| 30D | -20.9% | 0.0% | -20.9% | -20.6% |
| 3M | -56.2% | +16.7% | -72.9% | -57.8% |
| 6M | -67.9% | +54.8% | -122.7% | -71.5% |
| YTD | -31.4% | +28.8% | -60.2% | -36.9% |
| 1Y | -45.1% | +19.3% | -64.4% | -48.9% |
| 3Y | -20.3% | +65.5% | -85.8% | -26.2% |
| All | -19.0% | +48.6% | -67.6% | -25.0% |
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