+73.2%
USAR vs ALL
+155.4%
-82.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +2.6% | -1.5% | +4.1% | +2.2% |
| 3M | -35.0% | +23.6% | -58.6% | -29.5% |
| 6M | -6.9% | +22.3% | -29.2% | +0.8% |
| YTD | +48.0% | +26.5% | +21.5% | +62.1% |
| 1Y | +24.8% | +27.0% | -2.2% | +36.3% |
| All | +73.2% | +155.4% | -82.2% | +92.8% |
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