-21.4%
USAR vs RF
+75.0%
-96.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.8% | -8.8% | -9.4% |
| 7D | -9.1% | +0.3% | -9.4% | -9.1% |
| 30D | -36.9% | +6.2% | -43.1% | -37.8% |
| 3M | -58.4% | -7.8% | -50.6% | -57.7% |
| 6M | -70.6% | +5.9% | -76.6% | -71.1% |
| YTD | -33.4% | +9.0% | -42.5% | -34.7% |
| 1Y | -54.0% | +19.3% | -73.3% | -55.3% |
| 3Y | -22.7% | +116.4% | -139.1% | -24.6% |
| All | -21.4% | +75.0% | -96.3% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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