-49.8%
USAR vs ES
-1.6%
-48.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -7.9% | -6.2% |
| 7D | -21.8% | +5.3% | -27.1% | -22.6% |
| 30D | -39.9% | +8.9% | -48.8% | -41.1% |
| 3M | -52.5% | -1.9% | -50.6% | -52.2% |
| 6M | -67.9% | +3.9% | -71.8% | -69.1% |
| YTD | -31.1% | +8.3% | -39.4% | -36.9% |
| 1Y | -49.8% | -0.1% | -49.7% | -51.1% |
| All | -49.8% | -1.6% | -48.2% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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