+54.5%
USAR vs AUR
+100.3%
-45.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.3% |
| 7D | -11.6% | +1.4% | -13.1% | -11.9% |
| 30D | -15.5% | -6.4% | -9.1% | -14.5% |
| 3M | -31.0% | +7.7% | -38.7% | -31.8% |
| 6M | -26.2% | +44.5% | -70.7% | -29.8% |
| YTD | +30.8% | +67.4% | -36.7% | +22.2% |
| 1Y | +7.1% | +15.4% | -8.4% | +4.1% |
| 3Y | +53.0% | +94.8% | -41.8% | +50.0% |
| All | +54.5% | +100.3% | -45.8% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling