-19.0%
USAR vs ROK
+25.1%
-44.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | -0.8% | +7.1% | -7.9% | -3.7% |
| 30D | -20.9% | -5.0% | -16.0% | -19.0% |
| 3M | -56.2% | -9.4% | -46.8% | -54.1% |
| 6M | -67.9% | -11.0% | -56.9% | -66.1% |
| YTD | -31.4% | +4.4% | -35.9% | -30.5% |
| 1Y | -45.1% | +7.4% | -52.5% | -44.3% |
| 3Y | -20.3% | +61.0% | -81.3% | -19.4% |
| All | -19.0% | +25.1% | -44.1% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling