-13.0%
USAR vs ROIV
+244.7%
-257.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +4.6% | +1.9% | +5.2% |
| 7D | -1.1% | +13.3% | -14.4% | -4.4% |
| 30D | -30.3% | +14.8% | -45.0% | -32.7% |
| 3M | -54.7% | +11.9% | -66.6% | -56.2% |
| 6M | -67.5% | +42.4% | -109.9% | -70.5% |
| YTD | -26.4% | +87.4% | -113.8% | -35.7% |
| 1Y | -49.5% | +97.2% | -146.8% | -56.1% |
| 3Y | -14.5% | +375.7% | -390.1% | -28.0% |
| All | -13.0% | +244.7% | -257.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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