+73.6%
USAR vs IT
-51.4%
+125.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.4% | +7.7% | -0.6% |
| 7D | +2.3% | -9.1% | +11.4% | +1.2% |
| 30D | -8.6% | -7.0% | -1.6% | -9.3% |
| 3M | -20.5% | +7.6% | -28.1% | -18.0% |
| 6M | +1.2% | +2.1% | -0.9% | +4.1% |
| YTD | +48.4% | -31.6% | +80.0% | +48.6% |
| 1Y | +30.6% | -29.9% | +60.5% | +30.9% |
| 3Y | +73.6% | -51.3% | +124.9% | +81.2% |
| All | +73.6% | -51.4% | +125.0% | +81.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling