-13.0%
USAR vs COMP
+176.7%
-189.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +5.7% | +0.8% | +5.7% |
| 7D | -1.1% | +14.5% | -15.6% | -2.8% |
| 30D | -30.3% | +14.9% | -45.2% | -31.6% |
| 3M | -54.7% | -14.2% | -40.5% | -54.0% |
| 6M | -67.5% | +23.7% | -91.2% | -68.4% |
| YTD | -26.4% | +2.1% | -28.5% | -28.7% |
| 1Y | -49.5% | +26.2% | -75.7% | -51.1% |
| 3Y | -14.5% | +470.9% | -485.4% | -16.6% |
| All | -13.0% | +176.7% | -189.7% | -15.5% |
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