-21.4%
USAR vs EXEL
+264.0%
-285.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.6% | -8.0% | -9.4% |
| 7D | -9.1% | -2.4% | -6.7% | -8.8% |
| 30D | -36.9% | +17.9% | -54.9% | -37.7% |
| 3M | -58.4% | +33.3% | -91.7% | -59.3% |
| 6M | -70.6% | +46.6% | -117.2% | -71.4% |
| YTD | -33.4% | +61.0% | -94.5% | -35.6% |
| 1Y | -54.0% | +70.4% | -124.5% | -55.5% |
| 3Y | -22.7% | +236.1% | -258.8% | -24.3% |
| All | -21.4% | +264.0% | -285.4% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling