+59.3%
USAR vs FRSH
-32.7%
+92.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.5% | -5.5% | -6.0% |
| 7D | -9.3% | -11.2% | +1.8% | -9.0% |
| 30D | -15.2% | -0.8% | -14.3% | -15.2% |
| 3M | -21.1% | +26.4% | -47.5% | -22.2% |
| 6M | -21.6% | +48.4% | -69.9% | -23.3% |
| YTD | +34.8% | -3.1% | +37.9% | +33.8% |
| 1Y | +15.6% | -8.7% | +24.3% | +14.6% |
| 3Y | +57.7% | -45.8% | +103.5% | +57.3% |
| All | +59.3% | -32.7% | +92.0% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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