+74.9%
USAR vs TRU
+2.4%
+72.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.9% | +5.5% | -0.9% |
| 7D | -2.1% | -6.8% | +4.6% | -2.6% |
| 30D | +2.6% | 0.0% | +2.6% | +2.7% |
| 3M | -35.0% | +13.3% | -48.3% | -34.4% |
| 6M | -6.9% | +3.4% | -10.3% | -6.8% |
| YTD | +48.0% | -6.4% | +54.4% | +48.0% |
| 1Y | +24.8% | -9.7% | +34.5% | +25.0% |
| 3Y | +73.2% | +0.1% | +73.1% | +75.5% |
| All | +74.9% | +2.4% | +72.4% | +77.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling