-19.0%
USAR vs RGEN
+11.3%
-30.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.9% |
| 7D | -0.8% | -3.3% | +2.5% | +0.1% |
| 30D | -20.9% | -5.8% | -15.1% | -19.6% |
| 3M | -56.2% | +0.2% | -56.3% | -56.2% |
| 6M | -67.9% | +56.8% | -124.7% | -71.1% |
| YTD | -31.4% | +2.4% | -33.8% | -33.2% |
| 1Y | -45.1% | +11.4% | -56.5% | -47.2% |
| 3Y | -20.3% | +15.2% | -35.5% | -23.7% |
| All | -19.0% | +11.3% | -30.3% | -22.3% |
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