+74.9%
USAR vs RL
+197.0%
-122.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.8% |
| 7D | -2.1% | -0.8% | -1.3% | -2.0% |
| 30D | +2.6% | -7.8% | +10.4% | +3.9% |
| 3M | -35.0% | -4.0% | -31.0% | -34.6% |
| 6M | -6.9% | -1.9% | -5.0% | -7.0% |
| YTD | +48.0% | -0.2% | +48.1% | +47.5% |
| 1Y | +24.8% | +10.7% | +14.1% | +24.1% |
| 3Y | +73.2% | +210.8% | -137.5% | +73.0% |
| All | +74.9% | +197.0% | -122.1% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling