+59.3%
USAR vs EXEL
+196.2%
-136.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.5% | -4.4% | -5.9% |
| 7D | -9.3% | -2.9% | -6.5% | -9.1% |
| 30D | -15.2% | +11.9% | -27.1% | -15.8% |
| 3M | -21.1% | +9.2% | -30.3% | -21.6% |
| 6M | -21.6% | +39.1% | -60.7% | -23.0% |
| YTD | +34.8% | +31.0% | +3.8% | +32.4% |
| 1Y | +15.6% | +52.3% | -36.7% | +13.5% |
| 3Y | +57.7% | +159.7% | -102.0% | +56.7% |
| All | +59.3% | +196.2% | -136.9% | +58.5% |
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