-19.7%
USAR vs S
+34.5%
-54.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.6% | +9.2% | +10.7% |
| 7D | -14.5% | -13.4% | -1.1% | -13.2% |
| 30D | -37.8% | -14.0% | -23.8% | -36.9% |
| 3M | -52.8% | +4.9% | -57.6% | -52.7% |
| 6M | -71.2% | +42.0% | -113.3% | -71.6% |
| YTD | -30.9% | +45.1% | -76.0% | -32.1% |
| 1Y | -48.0% | +33.1% | -81.1% | -49.0% |
| 3Y | -19.7% | +40.6% | -60.3% | -21.3% |
| All | -19.7% | +34.5% | -54.2% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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