-21.4%
USAR vs FDS
-17.4%
-3.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.6% |
| 7D | -9.1% | -2.0% | -7.1% | -9.4% |
| 30D | -36.9% | +13.5% | -50.5% | -35.0% |
| 3M | -58.4% | +15.2% | -73.6% | -56.9% |
| 6M | -70.6% | +47.0% | -117.7% | -67.5% |
| YTD | -33.4% | +13.9% | -47.3% | -28.8% |
| 1Y | -54.0% | +25.2% | -79.2% | -49.7% |
| 3Y | -22.7% | -25.3% | +2.7% | -23.5% |
| All | -21.4% | -17.4% | -3.9% | -22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling