+59.3%
USAR vs FWONK
+32.6%
+26.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -6.1% |
| 7D | -9.3% | -1.5% | -7.8% | -9.4% |
| 30D | -15.2% | -6.8% | -8.4% | -15.5% |
| 3M | -21.1% | +7.7% | -28.8% | -20.8% |
| 6M | -21.6% | +11.0% | -32.5% | -21.2% |
| YTD | +34.8% | -3.1% | +37.9% | +34.5% |
| 1Y | +15.6% | -3.5% | +19.1% | +15.1% |
| 3Y | +57.7% | +44.6% | +13.1% | +58.1% |
| All | +59.3% | +32.6% | +26.7% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 FWONK 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