+75.4%
USAR vs URA
+151.4%
-76.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.8% | -1.7% |
| 7D | +2.3% | +8.1% | -5.8% | -2.8% |
| 30D | -8.6% | +5.8% | -14.4% | -11.7% |
| 3M | -20.5% | +3.4% | -23.9% | -21.3% |
| 6M | +1.2% | -2.6% | +3.8% | +7.2% |
| YTD | +48.4% | +11.2% | +37.2% | +53.2% |
| 1Y | +30.6% | +19.8% | +10.8% | +40.0% |
| 3Y | +73.6% | +121.5% | -47.8% | +91.0% |
| All | +75.4% | +151.4% | -76.1% | +93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling