-17.9%
USAR vs RRC
+89.7%
-107.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.3% | +3.1% | +4.5% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | -30.1% | +25.2% | -55.3% | -27.5% |
| 3M | -56.3% | +27.8% | -84.1% | -54.5% |
| 6M | -68.6% | +27.2% | -95.8% | -67.2% |
| YTD | -30.5% | +48.2% | -78.7% | -26.8% |
| 1Y | -53.5% | +34.7% | -88.2% | -51.1% |
| 3Y | -19.3% | +62.2% | -81.5% | -14.2% |
| All | -17.9% | +89.7% | -107.6% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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