-18.3%
USAR vs ALK
-25.4%
+7.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +0.6% | +10.2% | +10.7% |
| 7D | -14.5% | +9.0% | -23.5% | -16.5% |
| 30D | -37.8% | -1.6% | -36.2% | -37.7% |
| 3M | -52.8% | -23.2% | -29.6% | -50.1% |
| 6M | -71.2% | -3.9% | -67.4% | -71.0% |
| YTD | -30.9% | -22.6% | -8.3% | -29.3% |
| 1Y | -48.0% | -5.3% | -42.7% | -47.1% |
| 3Y | -19.7% | +18.6% | -38.3% | -15.2% |
| All | -18.3% | -25.4% | +7.1% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling