-17.9%
USAR vs RGEN
+14.5%
-32.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.5% |
| 7D | +0.8% | -3.1% | +3.9% | +1.7% |
| 30D | -30.1% | +0.1% | -30.1% | -29.9% |
| 3M | -56.3% | +4.8% | -61.1% | -56.7% |
| 6M | -68.6% | +48.9% | -117.5% | -71.4% |
| YTD | -30.5% | +5.3% | -35.9% | -32.7% |
| 1Y | -53.5% | +12.5% | -66.0% | -55.4% |
| 3Y | -19.3% | +17.0% | -36.3% | -23.2% |
| All | -17.9% | +14.5% | -32.4% | -21.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling