-21.2%
USAR vs EXPE
+124.3%
-145.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.5% | -2.8% | -2.4% |
| 7D | +8.8% | -4.2% | +13.0% | +8.7% |
| 30D | -28.5% | -4.5% | -23.9% | -28.3% |
| 3M | -56.2% | -19.7% | -36.5% | -56.1% |
| 6M | -68.4% | +18.3% | -86.7% | -68.4% |
| YTD | -32.2% | -7.3% | -24.9% | -32.5% |
| 1Y | -52.3% | -3.9% | -48.4% | -52.6% |
| All | -21.2% | +124.3% | -145.5% | -19.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling