-13.0%
USAR vs CAPR
+120.9%
-133.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +9.4% | -2.9% | +6.4% |
| 7D | -1.1% | +36.0% | -37.1% | -1.3% |
| 30D | -30.3% | +25.8% | -56.1% | -30.4% |
| 3M | -54.7% | +140.8% | -195.5% | -55.0% |
| 6M | -67.5% | -67.6% | +0.1% | -67.5% |
| YTD | -26.4% | -65.9% | +39.5% | -26.3% |
| 1Y | -49.5% | +66.1% | -115.6% | -50.6% |
| 3Y | -14.5% | +256.9% | -271.3% | -15.4% |
| All | -13.0% | +120.9% | -133.9% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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