+73.6%
USAR vs EXEL
+160.6%
-86.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.5% |
| 7D | +2.3% | +1.4% | +0.9% | +2.2% |
| 30D | -8.6% | +6.7% | -15.3% | -9.1% |
| 3M | -20.5% | +11.5% | -31.9% | -21.1% |
| 6M | +1.2% | +38.8% | -37.6% | -0.8% |
| YTD | +48.4% | +31.6% | +16.8% | +45.7% |
| 1Y | +30.6% | +53.0% | -22.4% | +28.0% |
| 3Y | +73.6% | +160.8% | -87.2% | +72.2% |
| All | +73.6% | +160.6% | -86.9% | +72.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling