-19.9%
USAR vs PL
+321.2%
-341.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.1% | +0.7% | -1.6% |
| 7D | +8.8% | +22.3% | -13.5% | +3.3% |
| 30D | -28.5% | -8.3% | -20.1% | -26.7% |
| 3M | -56.2% | -43.3% | -12.9% | -49.7% |
| 6M | -68.4% | -65.8% | -2.6% | -59.6% |
| YTD | -32.2% | -29.5% | -2.7% | -24.8% |
| 1Y | -52.3% | +11.7% | -64.0% | -50.8% |
| 3Y | -21.2% | +540.6% | -561.7% | -24.8% |
| All | -19.9% | +321.2% | -341.1% | -23.5% |
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