-19.0%
USAR vs FOXA
+115.2%
-134.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +4.1% | -3.0% | +1.0% |
| 7D | -0.8% | +2.7% | -3.5% | -0.8% |
| 30D | -20.9% | +10.0% | -30.9% | -21.1% |
| 3M | -56.2% | +5.0% | -61.2% | -56.2% |
| 6M | -67.9% | +3.4% | -71.3% | -67.8% |
| YTD | -31.4% | -5.5% | -25.9% | -31.2% |
| 1Y | -45.1% | +5.5% | -50.6% | -44.6% |
| 3Y | -20.3% | +139.3% | -159.6% | -16.7% |
| All | -19.0% | +115.2% | -134.2% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 5y: compounded portfolio wealth divided by compounded FOXA 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…
5y analysis · Full analysis span regression · 6 months rolling