-21.4%
USAR vs COMP
+156.2%
-177.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -7.4% | -2.2% | -8.5% |
| 7D | -9.1% | +7.2% | -16.3% | -9.8% |
| 30D | -36.9% | +6.4% | -43.3% | -37.4% |
| 3M | -58.4% | -19.4% | -39.0% | -57.4% |
| 6M | -70.6% | +14.6% | -85.2% | -71.1% |
| YTD | -33.4% | -5.5% | -28.0% | -34.8% |
| 1Y | -54.0% | +13.7% | -67.7% | -54.9% |
| 3Y | -22.7% | +409.7% | -432.4% | -23.7% |
| All | -21.4% | +156.2% | -177.5% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling