-54.0%
USAR vs FDX
+53.9%
-107.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.7% |
| 7D | -9.1% | +0.5% | -9.5% | -9.4% |
| 30D | -36.9% | +9.5% | -46.5% | -40.9% |
| 3M | -58.4% | -1.3% | -57.1% | -58.4% |
| 6M | -70.6% | +5.5% | -76.2% | -72.7% |
| YTD | -33.4% | +38.9% | -72.3% | -54.7% |
| 1Y | -54.0% | +58.8% | -112.8% | -71.3% |
| All | -54.0% | +53.9% | -107.9% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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