-18.3%
USAR vs M
+71.8%
-90.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -4.6% | +15.4% | +10.8% |
| 7D | -14.5% | -4.3% | -10.2% | -14.5% |
| 30D | -37.8% | +1.3% | -39.1% | -37.8% |
| 3M | -52.8% | -7.4% | -45.4% | -52.8% |
| 6M | -71.2% | +18.3% | -89.6% | -71.0% |
| YTD | -30.9% | +7.6% | -38.5% | -30.8% |
| 1Y | -48.0% | +17.4% | -65.4% | -47.6% |
| 3Y | -19.7% | +108.4% | -128.1% | -13.0% |
| All | -18.3% | +71.8% | -90.1% | -11.3% |
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 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