+74.9%
USAR vs EXEL
+204.3%
-129.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -2.1% | +8.4% | -10.5% | -2.7% |
| 30D | +2.6% | +4.1% | -1.5% | +2.2% |
| 3M | -35.0% | +12.4% | -47.4% | -35.6% |
| 6M | -6.9% | +41.5% | -48.4% | -8.8% |
| YTD | +48.0% | +34.6% | +13.3% | +45.1% |
| 1Y | +24.8% | +57.9% | -33.1% | +22.1% |
| 3Y | +73.2% | +159.5% | -86.3% | +71.7% |
| All | +74.9% | +204.3% | -129.5% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling