-18.3%
USAR vs ECL
+65.0%
-83.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.5% | +10.8% |
| 7D | -14.5% | -0.8% | -13.7% | -14.4% |
| 30D | -37.8% | +8.1% | -46.0% | -37.9% |
| 3M | -52.8% | +6.4% | -59.1% | -52.8% |
| 6M | -71.2% | +14.8% | -86.0% | -71.4% |
| YTD | -30.9% | +15.5% | -46.3% | -31.4% |
| 1Y | -48.0% | +20.1% | -68.1% | -48.2% |
| 3Y | -19.7% | +77.8% | -97.5% | -17.1% |
| All | -18.3% | +65.0% | -83.4% | -15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling