+7.1%
USAR vs IT
-23.2%
+30.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.3% | -8.2% | -2.1% |
| 7D | -11.6% | -3.7% | -8.0% | -12.1% |
| 30D | -15.5% | +0.1% | -15.6% | -15.3% |
| 3M | -31.0% | +20.7% | -51.7% | -26.6% |
| 6M | -26.2% | +12.0% | -38.2% | -21.5% |
| YTD | +30.8% | -28.8% | +59.6% | +32.6% |
| 1Y | +7.1% | -25.5% | +32.6% | +13.4% |
| All | +7.1% | -23.2% | +30.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling