+59.3%
USAR vs XPO
+199.8%
-140.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.0% | -4.9% | -5.9% |
| 7D | -9.3% | -1.3% | -8.0% | -9.2% |
| 30D | -15.2% | -10.4% | -4.8% | -14.3% |
| 3M | -21.1% | -15.7% | -5.4% | -19.9% |
| 6M | -21.6% | -6.3% | -15.2% | -20.9% |
| YTD | +34.8% | +34.2% | +0.6% | +36.7% |
| 1Y | +15.6% | +39.9% | -24.3% | +17.8% |
| 3Y | +57.7% | +155.2% | -97.5% | +65.1% |
| All | +59.3% | +199.8% | -140.5% | +66.5% |
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