-49.8%
USAR vs FIVE
+63.3%
-113.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.7% | -12.6% | -10.3% |
| 7D | -21.8% | +7.5% | -29.2% | -25.8% |
| 30D | -39.9% | +16.7% | -56.6% | -46.4% |
| 3M | -52.5% | +13.4% | -65.9% | -57.1% |
| 6M | -67.9% | +9.0% | -77.0% | -70.2% |
| YTD | -31.1% | +33.8% | -64.9% | -45.6% |
| 1Y | -49.8% | +61.2% | -111.0% | -67.4% |
| All | -49.8% | +63.3% | -113.1% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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