+59.3%
USAR vs TRU
-1.3%
+60.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.8% | -6.0% |
| 7D | -9.3% | -9.4% | +0.1% | -10.0% |
| 30D | -15.2% | -4.1% | -11.1% | -15.4% |
| 3M | -21.1% | +13.6% | -34.7% | -20.5% |
| 6M | -21.6% | +3.6% | -25.1% | -21.5% |
| YTD | +34.8% | -9.8% | +44.6% | +34.5% |
| 1Y | +15.6% | -13.6% | +29.3% | +15.5% |
| 3Y | +57.7% | -2.0% | +59.7% | +59.4% |
| All | +59.3% | -1.3% | +60.6% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling