-49.8%
USAR vs EL
+25.6%
-75.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.3% | -12.2% | -8.3% |
| 7D | -21.8% | +2.5% | -24.3% | -22.6% |
| 30D | -39.9% | +20.1% | -60.0% | -44.4% |
| 3M | -52.5% | +29.3% | -81.8% | -57.2% |
| 6M | -67.9% | +38.8% | -106.7% | -72.4% |
| YTD | -31.1% | +8.1% | -39.2% | -39.3% |
| 1Y | -49.8% | +22.3% | -72.2% | -61.9% |
| All | -49.8% | +25.6% | -75.4% | -61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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