-49.8%
USAR vs RL
+34.3%
-84.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.5% | -10.3% | -8.4% |
| 7D | -21.8% | +5.8% | -27.5% | -24.4% |
| 30D | -39.9% | +12.7% | -52.7% | -44.0% |
| 3M | -52.5% | +9.3% | -61.9% | -55.1% |
| 6M | -67.9% | +16.9% | -84.9% | -71.1% |
| YTD | -31.1% | +17.5% | -48.6% | -41.6% |
| 1Y | -49.8% | +34.6% | -84.5% | -61.3% |
| All | -49.8% | +34.3% | -84.2% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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