-27.6%
USAR vs PL
+403.1%
-430.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -10.1% | +0.6% | -6.8% |
| 7D | -29.5% | -20.5% | -8.9% | -24.9% |
| 30D | -46.0% | -38.8% | -7.2% | -38.5% |
| 3M | -56.8% | -49.1% | -7.6% | -48.5% |
| 6M | -72.9% | -69.4% | -3.6% | -63.8% |
| YTD | -37.6% | -42.3% | +4.7% | -26.9% |
| 1Y | -56.0% | -14.2% | -41.8% | -51.8% |
| All | -27.6% | +403.1% | -430.7% | -27.5% |
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 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