-21.2%
USAR vs XME
+96.3%
-117.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.3% | +0.2% |
| 7D | +8.8% | +5.3% | +3.4% | +2.5% |
| 30D | -28.5% | -8.2% | -20.3% | -19.1% |
| 3M | -56.2% | -18.4% | -37.8% | -42.5% |
| 6M | -68.4% | -22.8% | -45.6% | -54.5% |
| YTD | -32.2% | -7.9% | -24.3% | -12.4% |
| 1Y | -52.3% | -0.9% | -51.4% | -40.8% |
| All | -21.2% | +96.3% | -117.5% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 3y: compounded portfolio wealth divided by compounded XME 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…
3y analysis · Full analysis span regression · 6 months rolling