-45.1%
USAR vs ES
+2.1%
-47.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.1% |
| 7D | -0.8% | +2.7% | -3.5% | -0.9% |
| 30D | -20.9% | +7.6% | -28.5% | -21.8% |
| 3M | -56.2% | +0.5% | -56.6% | -56.0% |
| 6M | -67.9% | +7.6% | -75.5% | -69.4% |
| YTD | -31.4% | +10.2% | -41.7% | -36.8% |
| 1Y | -45.1% | +1.8% | -46.9% | -45.4% |
| All | -45.1% | +2.1% | -47.2% | -45.4% |
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