+74.9%
USAR vs RF
+85.4%
-10.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | -2.1% | +1.3% | -3.4% | -2.4% |
| 30D | +2.6% | -3.6% | +6.2% | +3.4% |
| 3M | -35.0% | +8.1% | -43.1% | -36.3% |
| 6M | -6.9% | +11.5% | -18.3% | -9.3% |
| YTD | +48.0% | +15.6% | +32.4% | +43.4% |
| 1Y | +24.8% | +15.7% | +9.1% | +20.0% |
| 3Y | +73.2% | +86.9% | -13.6% | +66.4% |
| All | +74.9% | +85.4% | -10.6% | +67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling