-19.0%
USAR vs EVRG
+69.3%
-88.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.2% |
| 7D | -0.8% | +1.4% | -2.2% | -0.7% |
| 30D | -20.9% | +7.4% | -28.3% | -20.4% |
| 3M | -56.2% | +7.2% | -63.4% | -55.9% |
| 6M | -67.9% | +9.5% | -77.4% | -67.8% |
| YTD | -31.4% | +25.6% | -57.0% | -32.7% |
| 1Y | -45.1% | +20.4% | -65.4% | -45.7% |
| 3Y | -20.3% | +108.8% | -129.1% | -22.2% |
| All | -19.0% | +69.3% | -88.3% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 all: compounded portfolio wealth divided by compounded EVRG 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…
all analysis · Full analysis span regression · 6 months rolling