+59.3%
USAR vs OMC
-8.3%
+67.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.5% | -7.4% | -5.7% |
| 7D | -9.3% | -6.2% | -3.1% | -10.4% |
| 30D | -15.2% | -7.6% | -7.6% | -16.3% |
| 3M | -21.1% | +7.4% | -28.5% | -19.6% |
| 6M | -21.6% | +0.1% | -21.7% | -21.4% |
| YTD | +34.8% | +0.4% | +34.4% | +35.9% |
| 1Y | +15.6% | +7.8% | +7.9% | +18.2% |
| 3Y | +57.7% | +11.8% | +45.9% | +58.9% |
| All | +59.3% | -8.3% | +67.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling