+74.9%
USAR vs PL
+449.1%
-374.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -2.1% | -9.3% | +7.2% | +0.1% |
| 30D | +2.6% | -18.9% | +21.5% | +7.9% |
| 3M | -35.0% | -58.4% | +23.4% | -21.2% |
| 6M | -6.9% | -30.3% | +23.4% | +1.1% |
| YTD | +48.0% | -8.1% | +56.1% | +53.5% |
| 1Y | +24.8% | +180.5% | -155.7% | +15.6% |
| 3Y | +73.2% | +444.1% | -370.9% | +54.7% |
| All | +74.9% | +449.1% | -374.2% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling