-63.3%
USAR vs Q
+75.8%
-139.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.2% | -8.4% | -8.6% |
| 7D | -9.1% | +4.0% | -13.1% | -11.6% |
| 30D | -36.9% | -2.3% | -34.6% | -35.6% |
| 3M | -58.4% | -7.9% | -50.5% | -56.2% |
| 6M | -70.6% | -16.0% | -54.6% | -66.6% |
| YTD | -33.4% | +51.7% | -85.1% | -56.4% |
| 1Y | -54.0% | +28.3% | -82.4% | -67.3% |
| All | -63.3% | +75.8% | -139.2% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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