+67.7%
USAR vs XME
+132.9%
-65.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -2.7% |
| 7D | -4.4% | -0.2% | -4.2% | -4.2% |
| 30D | -10.4% | +1.4% | -11.8% | -11.3% |
| 3M | -18.4% | +2.7% | -21.1% | -19.6% |
| 6M | -8.8% | +6.5% | -15.3% | -9.0% |
| YTD | +43.4% | +15.2% | +28.2% | +39.1% |
| 1Y | +21.0% | +43.5% | -22.5% | +10.0% |
| All | +67.7% | +132.9% | -65.2% | +38.1% |
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