+69.4%
USAR vs RRC
+52.3%
+17.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.4% |
| 7D | -4.4% | -1.7% | -2.7% | -4.6% |
| 30D | -10.4% | +3.6% | -14.0% | -10.0% |
| 3M | -18.4% | +8.8% | -27.2% | -17.3% |
| 6M | -8.8% | +0.8% | -9.6% | -8.2% |
| YTD | +43.4% | +19.0% | +24.4% | +45.7% |
| 1Y | +21.0% | +22.9% | -1.9% | +23.5% |
| 3Y | +67.7% | +32.3% | +35.4% | +72.1% |
| All | +69.4% | +52.3% | +17.1% | +73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling