+75.4%
USAR vs RY
+138.1%
-62.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.8% |
| 7D | +2.3% | +2.7% | -0.4% | +0.5% |
| 30D | -8.6% | -1.0% | -7.7% | -8.0% |
| 3M | -20.5% | +7.6% | -28.1% | -23.8% |
| 6M | +1.2% | +29.5% | -28.3% | -11.8% |
| YTD | +48.4% | +24.2% | +24.2% | +31.5% |
| 1Y | +30.6% | +46.4% | -15.8% | +11.4% |
| 3Y | +73.6% | +159.4% | -85.8% | +44.2% |
| All | +75.4% | +138.1% | -62.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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