-17.9%
USAR vs ROL
-9.1%
-8.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.4% |
| 7D | +0.8% | +0.8% | 0.0% | +1.0% |
| 30D | -30.1% | +20.6% | -50.7% | -27.3% |
| 3M | -56.3% | +4.5% | -60.8% | -55.7% |
| 6M | -68.6% | -26.5% | -42.1% | -69.9% |
| YTD | -30.5% | -34.8% | +4.3% | -34.3% |
| 1Y | -53.5% | -33.2% | -20.3% | -55.7% |
| 3Y | -19.3% | +4.5% | -23.7% | -21.3% |
| All | -17.9% | -9.1% | -8.9% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling