+53.0%
USAR vs BOXX
+14.7%
+38.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.4% |
| 7D | -11.6% | +0.1% | -11.7% | -12.1% |
| 30D | -15.5% | +0.3% | -15.8% | -17.9% |
| 3M | -31.0% | +1.0% | -32.1% | -37.4% |
| 6M | -26.2% | +1.9% | -28.2% | -40.5% |
| YTD | +30.8% | +2.7% | +28.1% | -3.7% |
| 1Y | +7.1% | +4.0% | +3.0% | -32.4% |
| 3Y | +53.0% | +14.7% | +38.3% | -29.4% |
| All | +53.0% | +14.7% | +38.3% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 3y: compounded portfolio wealth divided by compounded BOXX 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…
3y analysis · Full analysis span regression · 6 months rolling