-13.0%
USAR vs ALK
-20.1%
+7.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +7.1% | -0.6% | +4.9% |
| 7D | -1.1% | +8.9% | -10.0% | -3.1% |
| 30D | -30.3% | +5.9% | -36.2% | -31.3% |
| 3M | -54.7% | -16.5% | -38.1% | -53.0% |
| 6M | -67.5% | +2.1% | -69.6% | -67.7% |
| YTD | -26.4% | -17.1% | -9.3% | -25.9% |
| 1Y | -49.5% | -2.9% | -46.7% | -49.5% |
| 3Y | -14.5% | +24.5% | -38.9% | -11.1% |
| All | -13.0% | -20.1% | +7.1% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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