-20.3%
USAR vs ROIV
+357.5%
-377.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.4% |
| 30D | -20.9% | +17.6% | -38.5% | -25.4% |
| 3M | -56.2% | +9.0% | -65.1% | -57.8% |
| 6M | -67.9% | +35.3% | -103.2% | -71.4% |
| YTD | -31.4% | +82.2% | -113.6% | -42.9% |
| 1Y | -45.1% | +92.3% | -137.3% | -54.6% |
| 3Y | -20.3% | +336.8% | -357.1% | -37.1% |
| All | -20.3% | +357.5% | -377.8% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling