-19.0%
USAR vs PL
+318.5%
-337.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.8% | +1.3% |
| 7D | -0.8% | +10.0% | -10.8% | -3.3% |
| 30D | -20.9% | -2.3% | -18.7% | -20.2% |
| 3M | -56.2% | -44.2% | -12.0% | -49.5% |
| 6M | -67.9% | -66.1% | -1.8% | -58.9% |
| YTD | -31.4% | -30.0% | -1.5% | -23.8% |
| 1Y | -45.1% | +21.0% | -66.1% | -43.8% |
| 3Y | -20.3% | +516.5% | -536.8% | -23.9% |
| All | -19.0% | +318.5% | -337.5% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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