+69.4%
USAR vs AUR
+102.5%
-33.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.4% |
| 7D | -4.4% | +11.1% | -15.5% | -6.4% |
| 30D | -10.4% | -6.9% | -3.5% | -9.3% |
| 3M | -18.4% | +5.5% | -23.9% | -19.1% |
| 6M | -8.8% | +41.0% | -49.8% | -13.1% |
| YTD | +43.4% | +69.3% | -25.9% | +33.7% |
| 1Y | +21.0% | +14.0% | +7.0% | +17.5% |
| 3Y | +67.7% | +90.1% | -22.3% | +64.1% |
| All | +69.4% | +102.5% | -33.1% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling