+75.4%
USAR vs ALB
-42.1%
+117.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.2% |
| 7D | +2.3% | -4.4% | +6.7% | +3.2% |
| 30D | -8.6% | -1.2% | -7.5% | -8.4% |
| 3M | -20.5% | -13.3% | -7.2% | -18.4% |
| 6M | +1.2% | -19.8% | +21.0% | +5.1% |
| YTD | +48.4% | -7.9% | +56.3% | +53.7% |
| 1Y | +30.6% | +60.2% | -29.5% | +31.8% |
| 3Y | +73.6% | -26.4% | +100.1% | +80.4% |
| All | +75.4% | -42.1% | +117.4% | +81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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