+74.9%
USAR vs P
+163.3%
-88.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -1.8% | -0.7% |
| 7D | -2.1% | +6.5% | -8.7% | -3.4% |
| 30D | +2.6% | +18.8% | -16.2% | -1.3% |
| 3M | -35.0% | +26.7% | -61.8% | -38.2% |
| 6M | -6.9% | +62.2% | -69.0% | -14.3% |
| YTD | +48.0% | +48.5% | -0.5% | +37.0% |
| 1Y | +24.8% | +26.4% | -1.6% | +16.9% |
| 3Y | +73.2% | +159.4% | -86.2% | +58.3% |
| All | +74.9% | +163.3% | -88.4% | +59.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling