-21.4%
USAR vs ALLE
+61.3%
-82.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.0% | -9.5% |
| 7D | -9.1% | +0.1% | -9.1% | -9.0% |
| 30D | -36.9% | +25.9% | -62.9% | -40.2% |
| 3M | -58.4% | +14.9% | -73.3% | -59.7% |
| 6M | -70.6% | +42.1% | -112.7% | -72.9% |
| YTD | -33.4% | +20.4% | -53.8% | -36.5% |
| 1Y | -54.0% | +14.9% | -68.9% | -55.7% |
| 3Y | -22.7% | +90.1% | -112.8% | -29.6% |
| All | -21.4% | +61.3% | -82.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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