-18.3%
USAR vs P
+156.0%
-174.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.5% | +7.3% | +10.1% |
| 7D | -14.5% | -23.8% | +9.3% | -9.2% |
| 30D | -37.8% | -36.6% | -1.2% | -31.5% |
| 3M | -52.8% | +10.9% | -63.6% | -53.8% |
| 6M | -71.2% | +30.0% | -101.2% | -72.7% |
| YTD | -30.9% | +44.4% | -75.3% | -35.4% |
| 1Y | -48.0% | +3.9% | -51.9% | -50.5% |
| 3Y | -19.7% | +176.6% | -196.3% | -25.9% |
| All | -18.3% | +156.0% | -174.3% | -24.7% |
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