+54.5%
USAR vs IDXX
-5.8%
+60.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -11.6% | -5.7% | -5.9% | -11.6% |
| 30D | -15.5% | -11.5% | -3.9% | -15.4% |
| 3M | -31.0% | -9.5% | -21.5% | -31.0% |
| 6M | -26.2% | -16.0% | -10.3% | -26.1% |
| YTD | +30.8% | -25.4% | +56.2% | +30.6% |
| 1Y | +7.1% | -21.8% | +28.9% | +7.5% |
| 3Y | +53.0% | +7.0% | +46.0% | +55.4% |
| All | +54.5% | -5.8% | +60.4% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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