-53.5%
USAR vs PR
+73.4%
-126.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.8% | +1.6% | +4.9% |
| 7D | +0.8% | -0.5% | +1.3% | +0.5% |
| 30D | -30.1% | -4.6% | -25.5% | -30.7% |
| 3M | -56.3% | +4.7% | -61.0% | -55.2% |
| 6M | -68.6% | +12.4% | -81.0% | -66.9% |
| YTD | -30.5% | +62.9% | -93.4% | -26.6% |
| 1Y | -53.5% | +70.6% | -124.1% | -54.1% |
| All | -53.5% | +73.4% | -126.9% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling