+59.3%
USAR vs TEVA
+347.7%
-288.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.4% | -4.6% | -6.0% |
| 7D | -9.3% | -0.7% | -8.6% | -9.3% |
| 30D | -15.2% | -0.4% | -14.8% | -15.1% |
| 3M | -21.1% | +8.2% | -29.4% | -21.0% |
| 6M | -21.6% | +15.3% | -36.9% | -21.7% |
| YTD | +34.8% | +16.5% | +18.3% | +34.9% |
| 1Y | +15.6% | +85.7% | -70.1% | +20.4% |
| 3Y | +57.7% | +277.9% | -220.1% | +71.0% |
| All | +59.3% | +347.7% | -288.4% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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