-21.2%
USAR vs ALK
+14.9%
-36.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.5% | -1.2% |
| 7D | +8.8% | +0.9% | +7.9% | +8.6% |
| 30D | -28.5% | +3.3% | -31.7% | -29.1% |
| 3M | -56.2% | -17.6% | -38.6% | -54.3% |
| 6M | -68.4% | +0.8% | -69.2% | -68.4% |
| YTD | -32.2% | -22.4% | -9.8% | -30.6% |
| 1Y | -52.3% | -10.1% | -42.2% | -51.5% |
| All | -21.2% | +14.9% | -36.0% | -16.2% |
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