+54.5%
USAR vs RRX
+12.6%
+42.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.8% |
| 7D | -11.6% | -0.3% | -11.3% | -11.6% |
| 30D | -15.5% | -6.1% | -9.3% | -14.2% |
| 3M | -31.0% | -23.1% | -8.0% | -27.0% |
| 6M | -26.2% | -19.5% | -6.7% | -22.4% |
| YTD | +30.8% | +16.1% | +14.7% | +38.8% |
| 1Y | +7.1% | +12.9% | -5.8% | +13.3% |
| 3Y | +53.0% | +7.9% | +45.1% | +71.2% |
| All | +54.5% | +12.6% | +42.0% | +72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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