-49.8%
USAR vs AUR
-17.4%
-32.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.4% | -1.4% | -2.7% |
| 7D | -21.8% | -19.8% | -1.9% | -9.5% |
| 30D | -39.9% | -29.0% | -10.9% | -24.0% |
| 3M | -52.5% | -43.6% | -9.0% | -30.3% |
| 6M | -67.9% | -36.6% | -31.3% | -57.3% |
| YTD | -31.1% | +6.3% | -37.3% | -42.2% |
| 1Y | -49.8% | -9.0% | -40.8% | -50.9% |
| All | -49.8% | -17.4% | -32.4% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling