+54.5%
USAR vs EQX
+139.5%
-84.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.4% |
| 7D | -11.6% | -3.2% | -8.4% | -11.0% |
| 30D | -15.5% | +7.8% | -23.2% | -16.9% |
| 3M | -31.0% | +21.3% | -52.4% | -34.1% |
| 6M | -26.2% | -22.4% | -3.8% | -24.2% |
| YTD | +30.8% | -11.3% | +42.1% | +33.4% |
| 1Y | +7.1% | +13.5% | -6.4% | +9.7% |
| 3Y | +53.0% | +162.1% | -109.1% | +59.9% |
| All | +54.5% | +139.5% | -84.9% | +61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling