+69.4%
USAR vs RGEN
+9.5%
+59.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -3.0% |
| 7D | -4.4% | -4.6% | +0.1% | -3.5% |
| 30D | -10.4% | +1.2% | -11.6% | -10.7% |
| 3M | -18.4% | +26.8% | -45.2% | -22.8% |
| 6M | -8.8% | +29.1% | -37.9% | -14.6% |
| YTD | +43.4% | +0.7% | +42.6% | +40.1% |
| 1Y | +21.0% | +39.1% | -18.1% | +12.5% |
| 3Y | +67.7% | +2.2% | +65.5% | +61.3% |
| All | +69.4% | +9.5% | +59.9% | +62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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