+74.9%
USAR vs ROP
-12.6%
+87.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -1.7% |
| 7D | -2.1% | -4.4% | +2.3% | -3.6% |
| 30D | +2.6% | +3.2% | -0.6% | +3.8% |
| 3M | -35.0% | +23.1% | -58.1% | -30.3% |
| 6M | -6.9% | +13.3% | -20.2% | -1.2% |
| YTD | +48.0% | -7.9% | +55.8% | +52.3% |
| 1Y | +24.8% | -22.1% | +46.9% | +24.9% |
| 3Y | +73.2% | -16.8% | +90.0% | +75.2% |
| All | +74.9% | -12.6% | +87.5% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling