-53.5%
USAR vs ES
+1.2%
-54.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.0% | +4.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.6% |
| 30D | -30.1% | +6.7% | -36.8% | -30.9% |
| 3M | -56.3% | +0.3% | -56.6% | -56.3% |
| 6M | -68.6% | +7.4% | -76.0% | -70.4% |
| YTD | -30.5% | +8.4% | -38.9% | -35.9% |
| 1Y | -53.5% | +0.6% | -54.1% | -53.9% |
| All | -53.5% | +1.2% | -54.7% | -53.9% |
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