-19.7%
USAR vs RY
+155.6%
-175.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.3% | +12.1% | +11.8% |
| 7D | -14.5% | -0.9% | -13.6% | -14.0% |
| 30D | -37.8% | +5.9% | -43.7% | -40.6% |
| 3M | -52.8% | -4.3% | -48.5% | -51.1% |
| 6M | -71.2% | +12.1% | -83.4% | -73.3% |
| YTD | -30.9% | +20.3% | -51.1% | -38.3% |
| 1Y | -48.0% | +41.0% | -89.0% | -55.5% |
| 3Y | -19.7% | +157.5% | -177.2% | -33.8% |
| All | -19.7% | +155.6% | -175.3% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling