-19.9%
USAR vs COMP
+157.4%
-177.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -2.1% |
| 7D | +8.8% | +8.9% | -0.1% | +7.7% |
| 30D | -28.5% | +14.0% | -42.4% | -29.6% |
| 3M | -56.2% | -21.1% | -35.0% | -55.0% |
| 6M | -68.4% | +20.1% | -88.5% | -69.1% |
| YTD | -32.2% | -5.0% | -27.2% | -33.6% |
| 1Y | -52.3% | +5.7% | -58.0% | -53.3% |
| 3Y | -21.2% | +412.2% | -433.4% | -22.3% |
| All | -19.9% | +157.4% | -177.3% | -21.3% |
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