+69.4%
USAR vs ROK
+32.5%
+37.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.1% |
| 7D | -4.4% | +0.2% | -4.6% | -4.5% |
| 30D | -10.4% | -1.8% | -8.6% | -9.6% |
| 3M | -18.4% | -7.2% | -11.2% | -16.0% |
| 6M | -8.8% | +14.2% | -23.0% | -11.2% |
| YTD | +43.4% | +10.6% | +32.8% | +41.5% |
| 1Y | +21.0% | +25.9% | -4.9% | +18.3% |
| 3Y | +67.7% | +50.8% | +17.0% | +65.0% |
| All | +69.4% | +32.5% | +37.0% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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