-20.3%
USAR vs ALB
-14.4%
-5.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.4% |
| 7D | -0.8% | -5.8% | +5.0% | +0.7% |
| 30D | -20.9% | -4.5% | -16.4% | -20.0% |
| 3M | -56.2% | -28.1% | -28.1% | -52.7% |
| 6M | -67.9% | -53.2% | -14.7% | -62.6% |
| YTD | -31.4% | -33.3% | +1.9% | -23.3% |
| 1Y | -45.1% | -17.4% | -27.6% | -39.3% |
| 3Y | -20.3% | -14.1% | -6.2% | -10.2% |
| All | -20.3% | -14.4% | -5.9% | -10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling