-19.7%
USAR vs EXR
+69.9%
-89.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.6% | +11.4% | +10.8% |
| 7D | -14.5% | +5.2% | -19.7% | -14.5% |
| 30D | -37.8% | +20.9% | -58.7% | -38.0% |
| 3M | -52.8% | +7.7% | -60.5% | -52.9% |
| 6M | -71.2% | +13.2% | -84.4% | -71.4% |
| YTD | -30.9% | +26.5% | -57.4% | -31.8% |
| 1Y | -48.0% | +27.2% | -75.2% | -48.7% |
| 3Y | -19.7% | +71.5% | -91.2% | -20.2% |
| All | -19.7% | +69.9% | -89.6% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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