-19.0%
USAR vs XPO
+217.0%
-235.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.9% |
| 7D | -0.8% | +9.0% | -9.8% | -1.8% |
| 30D | -20.9% | +4.2% | -25.1% | -21.2% |
| 3M | -56.2% | -8.7% | -47.5% | -55.8% |
| 6M | -67.9% | -2.8% | -65.1% | -67.8% |
| YTD | -31.4% | +41.9% | -73.3% | -30.8% |
| 1Y | -45.1% | +42.3% | -87.4% | -44.6% |
| 3Y | -20.3% | +127.3% | -147.6% | -17.1% |
| All | -19.0% | +217.0% | -235.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling