+24.8%
USAR vs EXPE
+40.7%
-15.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.5% |
| 7D | -2.1% | -9.5% | +7.4% | -2.4% |
| 30D | +2.6% | -6.6% | +9.3% | +2.5% |
| 3M | -35.0% | +31.4% | -66.4% | -35.4% |
| 6M | -6.9% | +35.2% | -42.1% | -6.9% |
| YTD | +48.0% | +5.8% | +42.2% | +43.8% |
| 1Y | +24.8% | +38.7% | -13.9% | +9.6% |
| All | +24.8% | +40.7% | -15.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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