+73.0%
USAR vs ALK
+2.1%
+70.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.8% |
| 7D | -2.1% | -0.7% | -1.5% | -2.0% |
| 30D | +2.6% | -19.2% | +21.9% | +7.3% |
| 3M | -35.0% | -1.5% | -33.5% | -34.9% |
| 6M | -6.9% | -13.1% | +6.2% | -6.9% |
| YTD | +48.0% | -16.4% | +64.4% | +48.9% |
| 1Y | +24.8% | -33.1% | +57.9% | +22.6% |
| All | +73.0% | +2.1% | +70.9% | +79.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling