-14.5%
USAR vs ROP
-5.7%
-8.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.1% |
| 7D | -1.1% | -1.6% | +0.6% | -1.5% |
| 30D | -30.3% | +29.5% | -59.8% | -22.9% |
| 3M | -54.7% | +17.5% | -72.2% | -51.4% |
| 6M | -67.5% | +38.1% | -105.6% | -62.9% |
| YTD | -26.4% | +7.0% | -33.4% | -19.2% |
| 1Y | -49.5% | +6.5% | -56.1% | -44.6% |
| 3Y | -14.5% | -5.5% | -9.0% | -7.7% |
| All | -14.5% | -5.7% | -8.7% | -7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling