-21.4%
USAR vs RL
+238.9%
-260.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.3% | -9.9% | -9.6% |
| 7D | -9.1% | +1.3% | -10.4% | -9.2% |
| 30D | -36.9% | +7.6% | -44.6% | -37.7% |
| 3M | -58.4% | -1.5% | -56.9% | -58.3% |
| 6M | -70.6% | +12.1% | -82.7% | -71.2% |
| YTD | -33.4% | +13.9% | -47.4% | -35.1% |
| 1Y | -54.0% | +20.7% | -74.7% | -55.2% |
| 3Y | -22.7% | +260.6% | -283.2% | -24.4% |
| All | -21.4% | +238.9% | -260.3% | -23.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling