-66.7%
USAR vs IR
+14.8%
-81.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.7% | +1.8% | +3.9% |
| 7D | -1.1% | +5.0% | -6.1% | -3.4% |
| 30D | -30.3% | +10.3% | -40.6% | -33.6% |
| 3M | -54.7% | -0.1% | -54.6% | -55.0% |
| All | -66.7% | +14.8% | -81.5% | -71.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling