-19.0%
USAR vs EXEL
+255.9%
-274.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.2% |
| 7D | -0.8% | -0.8% | 0.0% | -0.7% |
| 30D | -20.9% | +13.1% | -34.1% | -21.6% |
| 3M | -56.2% | +36.3% | -92.5% | -57.1% |
| 6M | -67.9% | +34.5% | -102.4% | -68.6% |
| YTD | -31.4% | +57.4% | -88.9% | -33.5% |
| 1Y | -45.1% | +62.9% | -108.0% | -46.7% |
| 3Y | -20.3% | +229.5% | -249.8% | -21.9% |
| All | -19.0% | +255.9% | -274.8% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling