+74.9%
USAR vs EAT
+512.8%
-437.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.5% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | +2.6% | +1.9% | +0.7% | +2.4% |
| 3M | -35.0% | +68.7% | -103.7% | -38.3% |
| 6M | -6.9% | +66.9% | -73.8% | -11.3% |
| YTD | +48.0% | +60.4% | -12.4% | +41.4% |
| 1Y | +24.8% | +44.0% | -19.2% | +18.2% |
| 3Y | +73.2% | +604.7% | -531.4% | +68.6% |
| All | +74.9% | +512.8% | -437.9% | +70.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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