-51.2%
USAR vs M
+25.0%
-76.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.6% |
| 7D | +0.8% | -3.3% | +4.1% | +1.7% |
| 30D | -30.1% | +8.1% | -38.2% | -31.7% |
| 3M | -56.3% | +2.2% | -58.5% | -56.7% |
| 6M | -68.6% | +35.1% | -103.7% | -70.4% |
| YTD | -30.5% | +15.8% | -46.4% | -36.0% |
| All | -51.2% | +25.0% | -76.2% | -55.7% |
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