+74.9%
USAR vs ALLE
+33.3%
+41.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.7% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | +2.6% | -6.8% | +9.4% | +4.3% |
| 3M | -35.0% | +21.0% | -56.1% | -38.1% |
| 6M | -6.9% | +1.1% | -8.0% | -7.4% |
| YTD | +48.0% | -0.5% | +48.5% | +47.4% |
| 1Y | +24.8% | -7.3% | +32.1% | +26.0% |
| 3Y | +73.2% | +42.3% | +31.0% | +64.5% |
| All | +74.9% | +33.3% | +41.6% | +65.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling