+74.9%
USAR vs EXR
+1.2%
+73.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.8% | -0.5% |
| 7D | -2.1% | -2.6% | +0.4% | -2.1% |
| 30D | +2.6% | -7.2% | +9.8% | +2.6% |
| 3M | -35.0% | -3.5% | -31.5% | -35.2% |
| 6M | -6.9% | -5.3% | -1.6% | -7.7% |
| YTD | +48.0% | +9.4% | +38.6% | +46.4% |
| 1Y | +24.8% | +1.3% | +23.5% | +23.0% |
| 3Y | +73.2% | +22.4% | +50.8% | +72.3% |
| All | +74.9% | +1.2% | +73.7% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling