+75.4%
USAR vs ROP
-15.1%
+90.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | -0.7% |
| 7D | +2.3% | -5.4% | +7.7% | +0.4% |
| 30D | -8.6% | -1.6% | -7.0% | -9.1% |
| 3M | -20.5% | +18.8% | -39.3% | -15.6% |
| 6M | +1.2% | +8.2% | -7.0% | +6.1% |
| YTD | +48.4% | -10.5% | +58.9% | +51.2% |
| 1Y | +30.6% | -23.7% | +54.4% | +29.6% |
| 3Y | +73.6% | -17.9% | +91.5% | +73.9% |
| All | +75.4% | -15.1% | +90.5% | +75.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling