-18.3%
USAR vs URI
+145.0%
-163.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +1.1% | +9.7% | +10.5% |
| 7D | -14.5% | -9.8% | -4.7% | -11.9% |
| 30D | -37.8% | +1.7% | -39.6% | -37.8% |
| 3M | -52.8% | -9.1% | -43.7% | -51.4% |
| 6M | -71.2% | +9.9% | -81.1% | -71.7% |
| YTD | -30.9% | +31.2% | -62.1% | -35.3% |
| 1Y | -48.0% | +25.9% | -73.9% | -50.8% |
| 3Y | -19.7% | +147.4% | -167.1% | -27.2% |
| All | -18.3% | +145.0% | -163.4% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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