-22.7%
USAR vs EL
+3.4%
-26.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.6% |
| 7D | -9.1% | +7.6% | -16.7% | -10.1% |
| 30D | -36.9% | +15.7% | -52.6% | -38.4% |
| 3M | -58.4% | +30.5% | -88.9% | -60.1% |
| 6M | -70.6% | +32.5% | -103.2% | -72.0% |
| YTD | -33.4% | +9.4% | -42.9% | -35.5% |
| 1Y | -54.0% | +28.4% | -82.4% | -55.9% |
| 3Y | -22.7% | +4.4% | -27.1% | -22.7% |
| All | -22.7% | +3.4% | -26.0% | -22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling