-19.3%
USAR vs EXPD
+75.1%
-94.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.5% | +4.1% |
| 7D | +0.8% | -1.6% | +2.4% | +0.9% |
| 30D | -30.1% | +0.6% | -30.7% | -30.0% |
| 3M | -56.3% | +9.8% | -66.1% | -56.4% |
| 6M | -68.6% | +25.8% | -94.3% | -68.9% |
| YTD | -30.5% | +31.3% | -61.8% | -31.5% |
| 1Y | -53.5% | +40.9% | -94.4% | -54.1% |
| All | -19.3% | +75.1% | -94.4% | -16.2% |
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