+7.1%
USAR vs EXEL
+48.5%
-41.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.8% |
| 7D | -11.6% | -4.9% | -6.7% | -11.3% |
| 30D | -15.5% | +11.4% | -26.9% | -15.9% |
| 3M | -31.0% | +4.9% | -35.9% | -31.2% |
| 6M | -26.2% | +34.4% | -60.6% | -25.4% |
| YTD | +30.8% | +28.0% | +2.7% | +31.1% |
| 1Y | +7.1% | +43.6% | -36.6% | +23.0% |
| All | +7.1% | +48.5% | -41.5% | +23.0% |
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