-49.8%
USAR vs ROL
-34.1%
-15.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.8% | -8.6% | -5.3% |
| 7D | -21.8% | +14.6% | -36.3% | -19.9% |
| 30D | -39.9% | +29.3% | -69.2% | -37.8% |
| 3M | -52.5% | +2.0% | -54.5% | -51.8% |
| 6M | -67.9% | -28.5% | -39.4% | -67.2% |
| YTD | -31.1% | -35.3% | +4.2% | -20.2% |
| 1Y | -49.8% | -34.7% | -15.1% | -42.7% |
| All | -49.8% | -34.1% | -15.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling