-52.3%
USAR vs EXE
-24.1%
-28.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.4% |
| 7D | +8.8% | +3.6% | +5.2% | +9.6% |
| 30D | -28.5% | -4.3% | -24.1% | -29.2% |
| 3M | -56.2% | -7.7% | -48.5% | -56.9% |
| 6M | -68.4% | -7.2% | -61.2% | -68.9% |
| YTD | -32.2% | -18.5% | -13.7% | -35.5% |
| 1Y | -52.3% | -24.4% | -27.9% | -52.0% |
| All | -52.3% | -24.1% | -28.2% | -52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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