-18.3%
USAR vs ROIV
+229.5%
-247.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +6.2% | +4.7% | +9.1% |
| 7D | -14.5% | +5.3% | -19.8% | -15.7% |
| 30D | -37.8% | +11.9% | -49.7% | -39.6% |
| 3M | -52.8% | +10.7% | -63.5% | -54.2% |
| 6M | -71.2% | +34.9% | -106.1% | -73.5% |
| YTD | -30.9% | +79.2% | -110.1% | -38.9% |
| 1Y | -48.0% | +89.0% | -137.0% | -54.2% |
| 3Y | -19.7% | +337.3% | -357.0% | -31.5% |
| All | -18.3% | +229.5% | -247.8% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling