-49.8%
USAR vs FDS
+31.1%
-81.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.9% | -8.7% | -5.2% |
| 7D | -21.8% | +9.4% | -31.2% | -20.0% |
| 30D | -39.9% | +23.8% | -63.7% | -37.0% |
| 3M | -52.5% | +25.1% | -77.7% | -50.1% |
| 6M | -67.9% | +53.8% | -121.7% | -64.6% |
| YTD | -31.1% | +19.6% | -50.6% | -19.3% |
| 1Y | -49.8% | +31.6% | -81.5% | -41.9% |
| All | -49.8% | +31.1% | -81.0% | -41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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