+54.5%
USAR vs TRU
-0.4%
+54.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -2.9% |
| 7D | -11.6% | -2.7% | -8.9% | -11.8% |
| 30D | -15.5% | -2.0% | -13.4% | -15.6% |
| 3M | -31.0% | +18.4% | -49.5% | -30.4% |
| 6M | -26.2% | +8.9% | -35.1% | -25.9% |
| YTD | +30.8% | -8.9% | +39.7% | +30.5% |
| 1Y | +7.1% | -15.9% | +23.0% | +7.0% |
| 3Y | +53.0% | -1.1% | +54.1% | +54.7% |
| All | +54.5% | -0.4% | +54.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling