+59.3%
USAR vs RUN
-56.7%
+116.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.9% | -4.0% | -5.7% |
| 7D | -9.3% | -3.4% | -6.0% | -8.9% |
| 30D | -15.2% | -14.0% | -1.2% | -13.3% |
| 3M | -21.1% | -27.5% | +6.4% | -17.5% |
| 6M | -21.6% | -29.0% | +7.4% | -17.4% |
| YTD | +34.8% | -53.1% | +87.9% | +46.9% |
| 1Y | +15.6% | -46.7% | +62.4% | +25.6% |
| 3Y | +57.7% | -38.3% | +96.0% | +61.8% |
| All | +59.3% | -56.7% | +116.0% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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