+24.8%
USAR vs RL
+13.6%
+11.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.6% |
| 7D | -2.1% | -0.8% | -1.3% | -1.7% |
| 30D | +2.6% | -7.8% | +10.4% | +7.3% |
| 3M | -35.0% | -4.0% | -31.0% | -34.1% |
| 6M | -6.9% | -1.9% | -5.0% | -8.3% |
| YTD | +48.0% | -0.2% | +48.1% | +41.1% |
| 1Y | +24.8% | +10.7% | +14.1% | +8.7% |
| All | +24.8% | +13.6% | +11.2% | +8.7% |
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