+74.9%
USAR vs COMP
+185.1%
-110.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +2.6% | -13.3% | +16.0% | +4.3% |
| 3M | -35.0% | +41.1% | -76.1% | -37.5% |
| 6M | -6.9% | +17.2% | -24.1% | -10.2% |
| YTD | +48.0% | +5.2% | +42.8% | +43.2% |
| 1Y | +24.8% | +18.9% | +5.9% | +21.1% |
| 3Y | +73.2% | +215.9% | -142.7% | +68.2% |
| All | +74.9% | +185.1% | -110.3% | +69.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling