-19.7%
USAR vs ALL
+105.5%
-125.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.5% | +15.3% | +8.7% |
| 7D | -14.5% | -1.9% | -12.6% | -15.0% |
| 30D | -37.8% | +13.8% | -51.6% | -33.8% |
| 3M | -52.8% | -7.0% | -45.8% | -53.7% |
| 6M | -71.2% | +18.0% | -89.3% | -68.8% |
| YTD | -30.9% | +24.2% | -55.1% | -23.8% |
| 1Y | -48.0% | +31.2% | -79.2% | -42.2% |
| 3Y | -19.7% | +107.5% | -127.2% | -10.3% |
| All | -19.7% | +105.5% | -125.2% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling