-26.3%
USAR vs COMP
+136.4%
-162.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -8.2% | -1.3% | -8.5% |
| 7D | -29.5% | -1.8% | -27.7% | -29.3% |
| 30D | -46.0% | -0.8% | -45.2% | -46.0% |
| 3M | -56.8% | -28.1% | -28.6% | -55.1% |
| 6M | -72.9% | +27.0% | -99.9% | -73.6% |
| YTD | -37.6% | -12.8% | -24.9% | -38.4% |
| 1Y | -56.0% | +4.9% | -60.9% | -56.5% |
| 3Y | -27.5% | +321.0% | -348.5% | -27.9% |
| All | -26.3% | +136.4% | -162.7% | -26.9% |
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