-19.0%
USAR vs EXPD
+66.5%
-85.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.2% |
| 7D | -0.8% | +5.5% | -6.3% | -1.2% |
| 30D | -20.9% | -0.8% | -20.1% | -20.8% |
| 3M | -56.2% | +4.1% | -60.3% | -56.2% |
| 6M | -67.9% | +25.7% | -93.6% | -68.2% |
| YTD | -31.4% | +31.4% | -62.8% | -32.3% |
| 1Y | -45.1% | +42.2% | -87.2% | -45.8% |
| 3Y | -20.3% | +77.2% | -97.5% | -18.0% |
| All | -19.0% | +66.5% | -85.4% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling