+7.1%
USAR vs RIO
+69.4%
-62.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.6% | -3.6% | -3.8% |
| 7D | -11.6% | -3.2% | -8.4% | -7.7% |
| 30D | -15.5% | +0.9% | -16.4% | -16.4% |
| 3M | -31.0% | -1.4% | -29.6% | -30.0% |
| 6M | -26.2% | +10.9% | -37.2% | -33.1% |
| YTD | +30.8% | +31.2% | -0.5% | +2.8% |
| 1Y | +7.1% | +67.9% | -60.8% | -14.2% |
| All | +7.1% | +69.4% | -62.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling