-19.0%
USAR vs OMC
+2.6%
-21.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.4% |
| 7D | -0.8% | +1.9% | -2.7% | -0.4% |
| 30D | -20.9% | +12.2% | -33.1% | -19.0% |
| 3M | -56.2% | +0.6% | -56.7% | -55.9% |
| 6M | -67.9% | +21.0% | -88.9% | -66.4% |
| YTD | -31.4% | +12.4% | -43.8% | -29.1% |
| 1Y | -45.1% | +25.4% | -70.5% | -41.8% |
| 3Y | -20.3% | +29.2% | -49.5% | -17.7% |
| All | -19.0% | +2.6% | -21.6% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling