+74.9%
USAR vs EIX
-6.0%
+80.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -2.1% | -19.1% | +17.0% | -1.6% |
| 30D | +2.6% | -16.9% | +19.5% | +2.9% |
| 3M | -35.0% | -20.0% | -15.0% | -35.0% |
| 6M | -6.9% | -21.3% | +14.4% | -6.8% |
| YTD | +48.0% | -1.7% | +49.7% | +44.4% |
| 1Y | +24.8% | +9.6% | +15.2% | +19.8% |
| 3Y | +73.2% | -3.7% | +76.9% | +72.5% |
| All | +74.9% | -6.0% | +80.8% | +74.1% |
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