-18.3%
USAR vs RF
+72.6%
-90.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -0.4% | +11.2% | +10.9% |
| 7D | -14.5% | -0.9% | -13.6% | -14.3% |
| 30D | -37.8% | +6.0% | -43.9% | -38.7% |
| 3M | -52.8% | -8.9% | -43.9% | -51.8% |
| 6M | -71.2% | +2.3% | -73.6% | -71.5% |
| YTD | -30.9% | +7.6% | -38.4% | -32.0% |
| 1Y | -48.0% | +21.2% | -69.2% | -49.4% |
| 3Y | -19.7% | +108.5% | -128.2% | -21.5% |
| All | -18.3% | +72.6% | -90.9% | -20.4% |
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