+74.9%
USAR vs M
+70.1%
+4.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -0.4% |
| 7D | -2.1% | +4.7% | -6.8% | -2.0% |
| 30D | +2.6% | -9.6% | +12.3% | +2.4% |
| 3M | -35.0% | +0.9% | -35.9% | -35.0% |
| 6M | -6.9% | +22.3% | -29.1% | -5.8% |
| YTD | +48.0% | +6.5% | +41.5% | +48.1% |
| 1Y | +24.8% | +38.8% | -14.0% | +27.8% |
| 3Y | +73.2% | +115.9% | -42.7% | +87.8% |
| All | +74.9% | +70.1% | +4.8% | +89.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling