-54.0%
USAR vs ECL
+20.7%
-74.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | -9.1% | +0.4% | -9.5% | -9.0% |
| 30D | -36.9% | +8.6% | -45.5% | -37.8% |
| 3M | -58.4% | +7.9% | -66.3% | -58.9% |
| 6M | -70.6% | +21.0% | -91.7% | -72.9% |
| YTD | -33.4% | +17.5% | -51.0% | -38.6% |
| 1Y | -54.0% | +19.7% | -73.7% | -57.0% |
| All | -54.0% | +20.7% | -74.7% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling