+74.9%
USAR vs STRL
+724.6%
-649.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.8% | -6.2% | -1.9% |
| 7D | -2.1% | +3.4% | -5.5% | -3.0% |
| 30D | +2.6% | -9.2% | +11.9% | +5.1% |
| 3M | -35.0% | -51.0% | +16.0% | -23.5% |
| 6M | -6.9% | +15.8% | -22.6% | -8.8% |
| YTD | +48.0% | +58.9% | -10.9% | +39.6% |
| 1Y | +24.8% | +68.5% | -43.7% | +19.6% |
| 3Y | +73.2% | +485.2% | -412.0% | +68.7% |
| All | +74.9% | +724.6% | -649.7% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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