+74.9%
USAR vs ROL
-15.7%
+90.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.4% |
| 7D | -2.1% | -1.4% | -0.7% | -2.4% |
| 30D | +2.6% | -4.1% | +6.7% | +1.8% |
| 3M | -35.0% | -22.5% | -12.5% | -38.1% |
| 6M | -6.9% | -37.7% | +30.8% | -14.0% |
| YTD | +48.0% | -39.6% | +87.6% | +37.3% |
| 1Y | +24.8% | -36.0% | +60.8% | +17.6% |
| 3Y | +73.2% | -5.1% | +78.4% | +65.5% |
| All | +74.9% | -15.7% | +90.6% | +66.8% |
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