-54.0%
USAR vs M
+26.3%
-80.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.5% | -10.1% | -9.7% |
| 7D | -9.1% | +5.0% | -14.1% | -10.5% |
| 30D | -36.9% | +10.6% | -47.6% | -38.8% |
| 3M | -58.4% | +1.6% | -60.0% | -58.7% |
| 6M | -70.6% | +30.8% | -101.5% | -72.3% |
| YTD | -33.4% | +16.9% | -50.3% | -38.8% |
| 1Y | -54.0% | +26.3% | -80.3% | -57.8% |
| All | -54.0% | +26.3% | -80.4% | -57.8% |
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