-55.7%
USAR vs FRMI
-89.6%
+33.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +26.7% | -25.6% | -6.1% |
| 7D | -0.8% | +66.2% | -67.0% | -15.2% |
| 30D | -20.9% | -17.4% | -3.5% | -18.4% |
| 3M | -56.2% | -60.5% | +4.3% | -45.8% |
| 6M | -67.9% | -56.5% | -11.4% | -62.8% |
| YTD | -31.4% | -67.4% | +35.9% | -17.4% |
| 1Y | -45.1% | -85.1% | +40.0% | -25.8% |
| All | -55.7% | -89.6% | +33.9% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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