-52.3%
USAR vs URA
-29.1%
-23.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.8% | +1.4% | +3.2% |
| 7D | +8.8% | +4.5% | +4.3% | +2.5% |
| 30D | -28.5% | -13.4% | -15.0% | -10.3% |
| 3M | -56.2% | -28.4% | -27.8% | -28.3% |
| 6M | -68.4% | -40.5% | -28.0% | -30.9% |
| YTD | -32.2% | -24.3% | -7.9% | -13.4% |
| 1Y | -52.3% | -28.8% | -23.5% | -28.8% |
| All | -52.3% | -29.1% | -23.2% | -28.8% |
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