-17.9%
USAR vs ROIV
+254.7%
-272.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.6% | +2.8% | +3.9% |
| 7D | +0.8% | +9.5% | -8.7% | -1.6% |
| 30D | -30.1% | +21.0% | -51.1% | -33.6% |
| 3M | -56.3% | +18.7% | -75.0% | -58.5% |
| 6M | -68.6% | +44.5% | -113.1% | -71.6% |
| YTD | -30.5% | +92.9% | -123.4% | -39.8% |
| 1Y | -53.5% | +100.2% | -153.7% | -59.8% |
| 3Y | -19.3% | +375.0% | -394.3% | -32.6% |
| All | -17.9% | +254.7% | -272.6% | -31.5% |
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