-49.8%
USAR vs EXEL
+92.4%
-142.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.6% | -6.5% | -6.0% |
| 7D | -21.8% | +9.8% | -31.5% | -23.9% |
| 30D | -39.9% | +23.6% | -63.5% | -43.7% |
| 3M | -52.5% | +29.9% | -82.4% | -56.4% |
| 6M | -67.9% | +64.7% | -132.6% | -72.7% |
| YTD | -31.1% | +66.0% | -97.1% | -42.6% |
| 1Y | -49.8% | +92.0% | -141.8% | -65.0% |
| All | -49.8% | +92.4% | -142.2% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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