-20.3%
USAR vs RY
+160.3%
-180.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.8% | +0.6% | -1.4% | -1.1% |
| 30D | -20.9% | +5.0% | -26.0% | -23.8% |
| 3M | -56.2% | -5.3% | -50.8% | -54.2% |
| 6M | -67.9% | +13.8% | -81.7% | -70.4% |
| YTD | -31.4% | +21.0% | -52.4% | -39.0% |
| 1Y | -45.1% | +40.5% | -85.5% | -53.1% |
| 3Y | -20.3% | +159.7% | -180.0% | -34.5% |
| All | -20.3% | +160.3% | -180.6% | -34.5% |
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