-19.0%
USAR vs TRU
+4.1%
-23.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | -20.9% | +21.3% | -42.2% | -19.9% |
| 3M | -56.2% | +0.2% | -56.4% | -56.1% |
| 6M | -67.9% | +22.4% | -90.3% | -67.5% |
| YTD | -31.4% | -4.8% | -26.6% | -31.3% |
| 1Y | -45.1% | -0.2% | -44.9% | -44.9% |
| 3Y | -20.3% | +57.9% | -78.2% | -18.9% |
| All | -19.0% | +4.1% | -23.1% | -17.8% |
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