+74.9%
USAR vs A
+28.7%
+46.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | -2.1% | -1.9% | -0.2% | -1.6% |
| 30D | +2.6% | +6.9% | -4.3% | +1.1% |
| 3M | -35.0% | +9.2% | -44.3% | -36.4% |
| 6M | -6.9% | +25.7% | -32.6% | -13.0% |
| YTD | +48.0% | +11.5% | +36.4% | +41.2% |
| 1Y | +24.8% | +18.4% | +6.4% | +17.9% |
| 3Y | +73.2% | +26.6% | +46.6% | +66.5% |
| All | +74.9% | +28.7% | +46.2% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling