-20.3%
USAR vs P
+197.6%
-217.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.9% | +3.0% | +1.6% |
| 7D | -0.8% | +11.6% | -12.4% | -3.3% |
| 30D | -20.9% | -23.7% | +2.7% | -16.2% |
| 3M | -56.2% | -8.0% | -48.2% | -55.5% |
| 6M | -67.9% | +27.9% | -95.8% | -69.7% |
| YTD | -31.4% | +61.2% | -92.6% | -37.7% |
| 1Y | -45.1% | +28.6% | -73.7% | -49.4% |
| 3Y | -20.3% | +200.5% | -220.8% | -28.6% |
| All | -20.3% | +197.6% | -217.9% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling