-19.0%
USAR vs ROIV
+235.0%
-254.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.4% |
| 7D | -0.8% | +1.7% | -2.5% | -1.3% |
| 30D | -20.9% | +17.6% | -38.5% | -24.3% |
| 3M | -56.2% | +9.0% | -65.1% | -57.3% |
| 6M | -67.9% | +35.3% | -103.2% | -70.4% |
| YTD | -31.4% | +82.2% | -113.6% | -39.6% |
| 1Y | -45.1% | +92.3% | -137.3% | -51.9% |
| 3Y | -20.3% | +336.8% | -357.1% | -32.4% |
| All | -19.0% | +235.0% | -254.0% | -31.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling