+69.4%
USAR vs ROP
-16.3%
+85.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -3.8% |
| 7D | -4.4% | -6.1% | +1.7% | -6.4% |
| 30D | -10.4% | -3.4% | -7.0% | -11.4% |
| 3M | -18.4% | +16.7% | -35.1% | -13.8% |
| 6M | -8.8% | +8.1% | -16.9% | -4.7% |
| YTD | +43.4% | -11.7% | +55.0% | +45.4% |
| 1Y | +21.0% | -24.2% | +45.2% | +19.7% |
| 3Y | +67.7% | -19.0% | +86.7% | +67.2% |
| All | +69.4% | -16.3% | +85.7% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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