-49.8%
USAR vs URA
-32.2%
-17.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.1% | -4.8% | -4.3% |
| 7D | -21.8% | -10.5% | -11.2% | -8.0% |
| 30D | -39.9% | -18.6% | -21.3% | -18.7% |
| 3M | -52.5% | -23.0% | -29.5% | -30.6% |
| 6M | -67.9% | -40.3% | -27.6% | -32.0% |
| YTD | -31.1% | -23.5% | -7.6% | -10.1% |
| 1Y | -49.8% | -31.1% | -18.7% | -20.5% |
| All | -49.8% | -32.2% | -17.7% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling