-13.0%
USAR vs P
+172.1%
-185.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.3% | +0.2% | +5.1% |
| 7D | -1.1% | -9.6% | +8.5% | +1.2% |
| 30D | -30.3% | -33.4% | +3.2% | -24.0% |
| 3M | -54.7% | +14.2% | -68.9% | -56.0% |
| 6M | -67.5% | +31.6% | -99.1% | -69.3% |
| YTD | -26.4% | +53.5% | -79.9% | -32.1% |
| 1Y | -49.5% | +14.2% | -63.7% | -52.7% |
| 3Y | -14.5% | +190.5% | -205.0% | -22.2% |
| All | -13.0% | +172.1% | -185.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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