-68.4%
USAR vs UL
+16.0%
-84.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.7% | -1.9% |
| 7D | +8.8% | -2.5% | +11.2% | +5.8% |
| 30D | -28.5% | +5.7% | -34.1% | -23.0% |
| 3M | -56.2% | +7.0% | -63.1% | -52.1% |
| 6M | -68.4% | +16.1% | -84.5% | -55.2% |
| All | -68.4% | +16.0% | -84.4% | -55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling