+74.9%
USAR vs FOXA
+105.8%
-30.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.4% |
| 7D | -2.1% | -4.0% | +1.8% | -2.1% |
| 30D | +2.6% | +12.0% | -9.4% | +2.8% |
| 3M | -35.0% | +0.3% | -35.3% | -34.8% |
| 6M | -6.9% | +12.5% | -19.4% | -6.5% |
| YTD | +48.0% | -9.6% | +57.6% | +48.5% |
| 1Y | +24.8% | +8.6% | +16.2% | +26.6% |
| 3Y | +73.2% | +118.5% | -45.3% | +81.2% |
| All | +74.9% | +105.8% | -30.9% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling