-54.0%
USAR vs FIVE
+63.0%
-117.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.1% | -9.5% | -9.5% |
| 7D | -9.1% | +7.3% | -16.4% | -13.4% |
| 30D | -36.9% | +18.1% | -55.0% | -43.9% |
| 3M | -58.4% | +7.7% | -66.1% | -60.8% |
| 6M | -70.6% | +13.6% | -84.2% | -73.6% |
| YTD | -33.4% | +34.6% | -68.0% | -46.7% |
| 1Y | -54.0% | +66.2% | -120.3% | -70.7% |
| All | -54.0% | +63.0% | -117.0% | -70.7% |
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