+53.0%
USAR vs MKTX
-25.3%
+78.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | -15.5% | +0.7% | -16.2% | -15.5% |
| 3M | -31.0% | +40.8% | -71.8% | -30.5% |
| 6M | -26.2% | -8.0% | -18.2% | -27.1% |
| YTD | +30.8% | -8.7% | +39.5% | +29.3% |
| 1Y | +7.1% | -11.8% | +18.9% | +5.1% |
| 3Y | +53.0% | -24.0% | +77.0% | +50.3% |
| All | +53.0% | -25.3% | +78.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling