-21.4%
USAR vs UL
+25.9%
-47.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.2% | -9.4% | -9.7% |
| 7D | -9.1% | +2.6% | -11.6% | -8.2% |
| 30D | -36.9% | +6.8% | -43.7% | -35.4% |
| 3M | -58.4% | +5.7% | -64.1% | -57.5% |
| 6M | -70.6% | +15.9% | -86.5% | -69.0% |
| YTD | -33.4% | +4.3% | -37.7% | -31.8% |
| 1Y | -54.0% | -0.4% | -53.6% | -53.6% |
| 3Y | -22.7% | +35.0% | -57.6% | -20.2% |
| All | -21.4% | +25.9% | -47.3% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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