-48.0%
USAR vs COMP
+16.2%
-64.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.7% | +0.1% | +5.8% |
| 7D | -14.5% | +13.4% | -27.9% | -19.6% |
| 30D | -37.8% | +11.1% | -48.9% | -41.1% |
| 3M | -52.8% | -18.8% | -33.9% | -48.6% |
| 6M | -71.2% | +10.5% | -81.7% | -73.5% |
| YTD | -30.9% | -3.4% | -27.5% | -37.4% |
| 1Y | -48.0% | +19.7% | -67.7% | -52.2% |
| All | -48.0% | +16.2% | -64.2% | -52.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling