-17.9%
USAR vs EIX
+0.9%
-18.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.8% | +4.4% |
| 7D | +0.8% | -2.5% | +3.3% | +0.8% |
| 30D | -30.1% | +7.7% | -37.8% | -30.2% |
| 3M | -56.3% | -12.9% | -43.4% | -56.2% |
| 6M | -68.6% | -12.7% | -55.9% | -68.7% |
| YTD | -30.5% | +5.5% | -36.0% | -32.4% |
| 1Y | -53.5% | +9.4% | -62.9% | -54.9% |
| 3Y | -19.3% | +9.7% | -29.0% | -19.8% |
| All | -17.9% | +0.9% | -18.8% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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