-18.3%
USAR vs COMP
+161.8%
-180.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.7% | +0.1% | +9.4% |
| 7D | -14.5% | +13.4% | -27.9% | -15.9% |
| 30D | -37.8% | +11.1% | -48.9% | -38.7% |
| 3M | -52.8% | -18.8% | -33.9% | -51.7% |
| 6M | -71.2% | +10.5% | -81.7% | -71.7% |
| YTD | -30.9% | -3.4% | -27.5% | -32.6% |
| 1Y | -48.0% | +19.7% | -67.7% | -49.2% |
| 3Y | -19.7% | +381.6% | -401.3% | -21.1% |
| All | -18.3% | +161.8% | -180.1% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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