+75.4%
USAR vs ALL
+168.2%
-92.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | -0.6% |
| 7D | +2.3% | -1.7% | +4.0% | +1.7% |
| 30D | -8.6% | -4.7% | -4.0% | -10.1% |
| 3M | -20.5% | +18.4% | -38.9% | -15.8% |
| 6M | +1.2% | +20.5% | -19.3% | +7.9% |
| YTD | +48.4% | +23.5% | +24.9% | +59.7% |
| 1Y | +30.6% | +29.0% | +1.6% | +41.1% |
| 3Y | +73.6% | +153.7% | -80.1% | +88.8% |
| All | +75.4% | +168.2% | -92.8% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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