-14.5%
USAR vs RRC
+51.7%
-66.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.3% | +6.2% | +6.5% |
| 7D | -1.1% | -10.3% | +9.2% | -2.4% |
| 30D | -30.3% | +19.5% | -49.7% | -27.9% |
| 3M | -54.7% | +27.9% | -82.6% | -52.7% |
| 6M | -67.5% | +21.2% | -88.7% | -66.2% |
| YTD | -26.4% | +39.6% | -66.0% | -22.7% |
| 1Y | -49.5% | +31.3% | -80.8% | -47.1% |
| 3Y | -14.5% | +51.9% | -66.4% | -9.2% |
| All | -14.5% | +51.7% | -66.2% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling