-19.3%
USAR vs RMD
+68.2%
-87.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.9% | +2.5% | +4.2% |
| 7D | +0.8% | -0.8% | +1.6% | +0.9% |
| 30D | -30.1% | +1.7% | -31.8% | -30.1% |
| 3M | -56.3% | +6.4% | -62.7% | -56.5% |
| 6M | -68.6% | +20.7% | -89.3% | -69.4% |
| YTD | -30.5% | -0.2% | -30.4% | -29.4% |
| 1Y | -53.5% | -4.5% | -49.0% | -52.3% |
| All | -19.3% | +68.2% | -87.5% | -19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 3y: compounded portfolio wealth divided by compounded RMD 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…
3y analysis · Full analysis span regression · 6 months rolling