+75.4%
USAR vs ARWR
+147.4%
-72.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.4% |
| 7D | +2.3% | +2.9% | -0.5% | +2.1% |
| 30D | -8.6% | -2.9% | -5.7% | -8.4% |
| 3M | -20.5% | +15.2% | -35.7% | -21.1% |
| 6M | +1.2% | +42.3% | -41.1% | -0.1% |
| YTD | +48.4% | +28.2% | +20.2% | +46.6% |
| 1Y | +30.6% | +213.2% | -182.6% | +32.6% |
| 3Y | +73.6% | +184.6% | -111.0% | +86.8% |
| All | +75.4% | +147.4% | -72.0% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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