-49.8%
USAR vs EQX
+7.1%
-56.9%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +12.8% | -18.7% | -13.8% |
| 7D | -21.8% | +7.6% | -29.4% | -26.2% |
| 30D | -39.9% | +0.4% | -40.4% | -40.4% |
| 3M | -52.5% | +18.0% | -70.5% | -58.3% |
| 6M | -67.9% | -18.4% | -49.6% | -64.8% |
| YTD | -31.1% | -19.3% | -11.8% | -25.5% |
| 1Y | -49.8% | +9.2% | -59.1% | -52.2% |
| All | -49.8% | +7.1% | -56.9% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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