-17.9%
USAR vs RVTY
+30.2%
-48.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.1% |
| 30D | -30.1% | +1.7% | -31.8% | -30.1% |
| 3M | -56.3% | +36.8% | -93.1% | -59.1% |
| 6M | -68.6% | +60.1% | -128.7% | -71.8% |
| YTD | -30.5% | +64.0% | -94.5% | -38.7% |
| 1Y | -53.5% | +68.2% | -121.7% | -59.1% |
| 3Y | -19.3% | +88.8% | -108.1% | -27.1% |
| All | -17.9% | +30.2% | -48.2% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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