-68.4%
USAR vs EL
+35.3%
-103.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.7% | -1.8% |
| 7D | +8.8% | +2.7% | +6.1% | +7.9% |
| 30D | -28.5% | +10.8% | -39.3% | -30.5% |
| 3M | -56.2% | +26.5% | -82.6% | -58.0% |
| 6M | -68.4% | +31.1% | -99.5% | -70.0% |
| All | -68.4% | +35.3% | -103.7% | -70.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling