-49.8%
USAR vs EXPD
+53.8%
-103.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -3.2% | -2.6% | -5.1% |
| 7D | -21.8% | +0.3% | -22.0% | -21.8% |
| 30D | -39.9% | +1.8% | -41.8% | -40.1% |
| 3M | -52.5% | +8.9% | -61.5% | -53.3% |
| 6M | -67.9% | +42.2% | -110.2% | -70.6% |
| YTD | -31.1% | +33.4% | -64.4% | -43.4% |
| 1Y | -49.8% | +47.2% | -97.0% | -63.1% |
| All | -49.8% | +53.8% | -103.6% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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