+69.4%
USAR vs EXEL
+200.8%
-131.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.5% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | -10.4% | +10.1% | -20.5% | -11.0% |
| 3M | -18.4% | +10.1% | -28.5% | -19.0% |
| 6M | -8.8% | +37.7% | -46.5% | -10.6% |
| YTD | +43.4% | +33.1% | +10.3% | +40.7% |
| 1Y | +21.0% | +52.4% | -31.4% | +18.7% |
| 3Y | +67.7% | +163.8% | -96.1% | +66.4% |
| All | +69.4% | +200.8% | -131.4% | +68.4% |
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