+75.4%
USAR vs COPX
+154.9%
-79.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -2.0% |
| 7D | +2.3% | +5.8% | -3.4% | -1.0% |
| 30D | -8.6% | +7.2% | -15.9% | -12.1% |
| 3M | -20.5% | +16.5% | -37.0% | -26.6% |
| 6M | +1.2% | +18.4% | -17.2% | -5.7% |
| YTD | +48.4% | +31.9% | +16.5% | +36.0% |
| 1Y | +30.6% | +88.5% | -57.9% | +13.8% |
| 3Y | +73.6% | +173.1% | -99.4% | +52.6% |
| All | +75.4% | +154.9% | -79.6% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling