-19.7%
USAR vs IR
+27.4%
-47.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.4% | +9.5% | +10.5% |
| 7D | -14.5% | +3.7% | -18.2% | -15.1% |
| 30D | -37.8% | +7.4% | -45.3% | -38.7% |
| 3M | -52.8% | -5.9% | -46.8% | -52.3% |
| 6M | -71.2% | +5.6% | -76.8% | -71.7% |
| YTD | -30.9% | +4.8% | -35.7% | -31.3% |
| 1Y | -48.0% | +6.9% | -55.0% | -48.2% |
| 3Y | -19.7% | +27.6% | -47.3% | -16.1% |
| All | -19.7% | +27.4% | -47.1% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling