+69.4%
USAR vs ROL
-18.8%
+88.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.6% |
| 7D | -4.4% | -3.3% | -1.1% | -5.0% |
| 30D | -10.4% | -7.2% | -3.2% | -11.6% |
| 3M | -18.4% | -27.0% | +8.6% | -23.1% |
| 6M | -8.8% | -39.5% | +30.7% | -16.3% |
| YTD | +43.4% | -41.8% | +85.2% | +32.0% |
| 1Y | +21.0% | -38.9% | +59.9% | +13.0% |
| 3Y | +67.7% | -0.4% | +68.1% | +59.2% |
| All | +69.4% | -18.8% | +88.2% | +60.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling