-21.4%
USAR vs IR
+30.4%
-51.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -9.3% |
| 7D | -9.1% | +1.5% | -10.6% | -9.3% |
| 30D | -36.9% | +9.0% | -46.0% | -38.0% |
| 3M | -58.4% | -0.9% | -57.5% | -58.4% |
| 6M | -70.6% | +13.4% | -84.0% | -71.4% |
| YTD | -33.4% | +8.5% | -41.9% | -34.3% |
| 1Y | -54.0% | +11.3% | -65.3% | -54.5% |
| 3Y | -22.7% | +26.0% | -48.7% | -20.5% |
| All | -21.4% | +30.4% | -51.8% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling