+74.9%
USAR vs FIVE
+27.5%
+47.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -1.3% |
| 7D | -2.1% | +4.3% | -6.4% | -2.8% |
| 30D | +2.6% | +12.5% | -9.9% | +0.6% |
| 3M | -35.0% | +31.2% | -66.3% | -37.7% |
| 6M | -6.9% | +14.4% | -21.2% | -8.6% |
| YTD | +48.0% | +33.9% | +14.1% | +43.3% |
| 1Y | +24.8% | +65.1% | -40.2% | +18.9% |
| 3Y | +73.2% | +49.0% | +24.3% | +57.0% |
| All | +74.9% | +27.5% | +47.4% | +58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling