-18.3%
USAR vs URA
+71.2%
-89.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +4.4% | +6.5% | +7.8% |
| 7D | -14.5% | -4.1% | -10.4% | -11.5% |
| 30D | -37.8% | -19.0% | -18.8% | -27.3% |
| 3M | -52.8% | -25.1% | -27.6% | -41.4% |
| 6M | -71.2% | -44.5% | -26.8% | -56.9% |
| YTD | -30.9% | -24.3% | -6.6% | -6.2% |
| 1Y | -48.0% | -28.1% | -19.9% | -27.9% |
| 3Y | -19.7% | +40.7% | -60.4% | +16.1% |
| All | -18.3% | +71.2% | -89.5% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling