+75.4%
USAR vs EXPE
+135.8%
-60.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.9% | +8.2% | +0.2% |
| 7D | +2.3% | -9.8% | +12.1% | +2.2% |
| 30D | -8.6% | -11.5% | +2.9% | -8.8% |
| 3M | -20.5% | +21.7% | -42.2% | -20.6% |
| 6M | +1.2% | +10.4% | -9.2% | +0.7% |
| YTD | +48.4% | -2.5% | +50.9% | +47.5% |
| 1Y | +30.6% | +27.3% | +3.3% | +28.4% |
| 3Y | +73.6% | +153.5% | -79.9% | +75.2% |
| All | +75.4% | +135.8% | -60.4% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling