+75.4%
USAR vs SHAK
-14.1%
+89.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +0.4% |
| 7D | +2.3% | -0.3% | +2.6% | +2.3% |
| 30D | -8.6% | -5.2% | -3.4% | -8.3% |
| 3M | -20.5% | +27.3% | -47.8% | -21.5% |
| 6M | +1.2% | -27.9% | +29.1% | +2.9% |
| YTD | +48.4% | -17.0% | +65.4% | +51.2% |
| 1Y | +30.6% | -30.9% | +61.6% | +32.2% |
| 3Y | +73.6% | +3.4% | +70.3% | +72.4% |
| All | +75.4% | -14.1% | +89.5% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 all: compounded portfolio wealth divided by compounded SHAK 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…
all analysis · Full analysis span regression · 6 months rolling