-54.0%
USAR vs ES
-0.1%
-53.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.6% |
| 7D | -9.1% | +0.9% | -9.9% | -9.4% |
| 30D | -36.9% | +5.9% | -42.9% | -37.8% |
| 3M | -58.4% | -1.0% | -57.4% | -58.4% |
| 6M | -70.6% | +7.2% | -77.8% | -72.6% |
| YTD | -33.4% | +7.0% | -40.4% | -38.6% |
| 1Y | -54.0% | +0.5% | -54.5% | -55.0% |
| All | -54.0% | -0.1% | -53.9% | -55.0% |
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