-20.3%
USAR vs RF
+119.8%
-140.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | -0.8% | +1.9% | -2.7% | -1.3% |
| 30D | -20.9% | +7.3% | -28.3% | -22.4% |
| 3M | -56.2% | -7.9% | -48.2% | -55.2% |
| 6M | -67.9% | +10.5% | -78.4% | -68.9% |
| YTD | -31.4% | +9.6% | -41.1% | -33.1% |
| 1Y | -45.1% | +20.3% | -65.4% | -47.0% |
| 3Y | -20.3% | +119.5% | -139.8% | -23.3% |
| All | -20.3% | +119.8% | -140.1% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling