-17.9%
USAR vs ALK
-21.4%
+3.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.6% | +4.6% |
| 7D | +0.8% | +2.6% | -1.8% | +0.3% |
| 30D | -30.1% | +7.8% | -37.9% | -31.4% |
| 3M | -56.3% | -15.2% | -41.1% | -54.8% |
| 6M | -68.6% | +5.0% | -73.6% | -68.9% |
| YTD | -30.5% | -18.4% | -12.1% | -29.8% |
| 1Y | -53.5% | -2.4% | -51.1% | -53.3% |
| 3Y | -19.3% | +19.8% | -39.0% | -15.8% |
| All | -17.9% | -21.4% | +3.5% | -13.8% |
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