+75.4%
USAR vs RRC
+52.9%
+22.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +2.3% | -1.2% | +3.5% | +2.2% |
| 30D | -8.6% | +9.4% | -18.1% | -7.6% |
| 3M | -20.5% | +7.4% | -27.9% | -19.5% |
| 6M | +1.2% | +1.5% | -0.3% | +2.0% |
| YTD | +48.4% | +19.4% | +29.0% | +50.9% |
| 1Y | +30.6% | +24.2% | +6.4% | +33.5% |
| 3Y | +73.6% | +32.8% | +40.9% | +78.2% |
| All | +75.4% | +52.9% | +22.5% | +79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling