-19.7%
USAR vs FIVE
+34.8%
-54.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +10.9% |
| 7D | -14.5% | -0.3% | -14.2% | -14.5% |
| 30D | -37.8% | +17.7% | -55.5% | -39.7% |
| 3M | -52.8% | +4.0% | -56.7% | -53.1% |
| 6M | -71.2% | +2.6% | -73.9% | -71.5% |
| YTD | -30.9% | +27.6% | -58.5% | -32.6% |
| 1Y | -48.0% | +59.9% | -108.0% | -50.1% |
| 3Y | -19.7% | +35.8% | -55.5% | -27.1% |
| All | -19.7% | +34.8% | -54.5% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling