-45.1%
USAR vs EXEL
+60.1%
-105.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.4% |
| 30D | -20.9% | +13.1% | -34.1% | -23.3% |
| 3M | -56.2% | +36.3% | -92.5% | -59.6% |
| 6M | -67.9% | +34.5% | -102.4% | -70.4% |
| YTD | -31.4% | +57.4% | -88.9% | -40.5% |
| 1Y | -45.1% | +62.9% | -108.0% | -53.0% |
| All | -45.1% | +60.1% | -105.2% | -53.0% |
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