-19.7%
USAR vs EXPD
+68.8%
-88.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -2.3% | +13.1% | +11.0% |
| 7D | -14.5% | -7.2% | -7.3% | -14.0% |
| 30D | -37.8% | -3.3% | -34.6% | -37.6% |
| 3M | -52.8% | +3.4% | -56.1% | -52.7% |
| 6M | -71.2% | +22.7% | -93.9% | -71.5% |
| YTD | -30.9% | +24.5% | -55.4% | -31.5% |
| 1Y | -48.0% | +38.6% | -86.7% | -48.4% |
| 3Y | -19.7% | +71.5% | -91.2% | -16.3% |
| All | -19.7% | +68.8% | -88.5% | -16.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling