-52.3%
USAR vs EXEL
+62.5%
-114.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.2% | -1.1% | -1.9% |
| 7D | +8.8% | +1.6% | +7.1% | +8.4% |
| 30D | -28.5% | +17.4% | -45.8% | -31.7% |
| 3M | -56.2% | +38.6% | -94.8% | -60.3% |
| 6M | -68.4% | +41.2% | -109.6% | -71.7% |
| YTD | -32.2% | +59.3% | -91.5% | -43.0% |
| 1Y | -52.3% | +60.2% | -112.5% | -58.8% |
| All | -52.3% | +62.5% | -114.8% | -58.8% |
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