+75.4%
USAR vs RL
+193.7%
-118.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +2.3% | +1.9% | +0.4% | +2.0% |
| 30D | -8.6% | -12.2% | +3.6% | -6.7% |
| 3M | -20.5% | -6.6% | -13.8% | -19.6% |
| 6M | +1.2% | +3.2% | -2.0% | +1.2% |
| YTD | +48.4% | -1.3% | +49.7% | +48.1% |
| 1Y | +30.6% | +13.6% | +17.0% | +30.2% |
| 3Y | +73.6% | +210.9% | -137.2% | +73.7% |
| All | +75.4% | +193.7% | -118.3% | +75.5% |
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