-19.7%
USAR vs PL
+455.3%
-475.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +10.4% | +0.5% | +8.1% |
| 7D | -14.5% | -6.8% | -7.7% | -12.7% |
| 30D | -37.8% | -29.3% | -8.5% | -31.7% |
| 3M | -52.8% | -44.8% | -8.0% | -44.9% |
| 6M | -71.2% | -68.4% | -2.9% | -62.0% |
| YTD | -30.9% | -36.4% | +5.5% | -21.0% |
| 1Y | -48.0% | +0.7% | -48.7% | -44.9% |
| 3Y | -19.7% | +455.3% | -475.0% | -21.7% |
| All | -19.7% | +455.3% | -475.0% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling