-21.1%
USAR vs EQX
+21.0%
-42.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -5.1% | -0.9% | -2.6% |
| 7D | -9.3% | -7.0% | -2.3% | -4.9% |
| 30D | -15.2% | +4.8% | -20.0% | -17.7% |
| 3M | -21.1% | +25.6% | -46.7% | -34.1% |
| All | -21.1% | +21.0% | -42.1% | -34.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling