-45.1%
USAR vs FDS
+25.7%
-70.7%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.2% |
| 7D | -0.8% | +1.5% | -2.3% | -0.4% |
| 30D | -20.9% | +14.8% | -35.8% | -18.3% |
| 3M | -56.2% | +16.3% | -72.4% | -54.5% |
| 6M | -67.9% | +66.2% | -134.1% | -64.4% |
| YTD | -31.4% | +16.2% | -47.7% | -20.3% |
| 1Y | -45.1% | +21.8% | -66.9% | -34.3% |
| All | -45.1% | +25.7% | -70.7% | -34.3% |
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