+54.5%
USAR vs COPX
+139.1%
-84.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | -11.6% | -2.3% | -9.3% | -10.5% |
| 30D | -15.5% | +0.3% | -15.7% | -15.5% |
| 3M | -31.0% | +6.8% | -37.8% | -33.3% |
| 6M | -26.2% | +7.9% | -34.2% | -28.0% |
| YTD | +30.8% | +23.7% | +7.0% | +24.3% |
| 1Y | +7.1% | +71.5% | -64.4% | -2.9% |
| 3Y | +53.0% | +149.1% | -96.1% | +39.4% |
| All | +54.5% | +139.1% | -84.6% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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