-18.3%
USAR vs STRL
+328.5%
-346.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +3.5% | +7.4% | +9.9% |
| 7D | -14.5% | -26.9% | +12.4% | -7.6% |
| 30D | -37.8% | -52.7% | +14.8% | -24.7% |
| 3M | -52.8% | -52.8% | +0.1% | -43.0% |
| 6M | -71.2% | -71.5% | +0.2% | -61.1% |
| YTD | -30.9% | -17.4% | -13.4% | -23.2% |
| 1Y | -48.0% | -35.0% | -13.1% | -41.0% |
| 3Y | -19.7% | +239.2% | -258.9% | -7.9% |
| All | -18.3% | +328.5% | -346.8% | -6.2% |
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