+30.6%
USAR vs ES
+17.8%
+12.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +2.3% | +1.4% | +0.9% | +2.2% |
| 30D | -8.6% | -1.2% | -7.5% | -8.5% |
| 3M | -20.5% | +5.0% | -25.5% | -22.4% |
| 6M | +1.2% | -2.8% | +4.0% | +2.3% |
| YTD | +48.4% | +8.6% | +39.8% | +41.3% |
| 1Y | +30.6% | +18.9% | +11.7% | +44.7% |
| All | +30.6% | +17.8% | +12.8% | +44.7% |
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