-49.8%
USAR vs M
+36.6%
-86.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.6% | -13.5% | -8.0% |
| 7D | -21.8% | +8.3% | -30.0% | -23.6% |
| 30D | -39.9% | +14.2% | -54.1% | -42.2% |
| 3M | -52.5% | -1.1% | -51.4% | -52.6% |
| 6M | -67.9% | +36.6% | -104.5% | -70.1% |
| YTD | -31.1% | +19.8% | -50.9% | -37.0% |
| 1Y | -49.8% | +37.2% | -87.0% | -56.3% |
| All | -49.8% | +36.6% | -86.4% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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