-52.8%
USAR vs M
-9.7%
-43.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.6% | +15.4% | +12.1% |
| 7D | -14.5% | -4.3% | -10.2% | -13.1% |
| 30D | -37.8% | +1.3% | -39.1% | -38.2% |
| 3M | -52.8% | -7.4% | -45.4% | -47.3% |
| All | -52.8% | -9.7% | -43.1% | -47.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling