-18.3%
USAR vs XRT
+42.8%
-61.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.7% | +12.6% | +11.3% |
| 7D | -14.5% | +0.9% | -15.4% | -14.8% |
| 30D | -37.8% | +7.9% | -45.8% | -39.3% |
| 3M | -52.8% | -0.2% | -52.6% | -52.8% |
| 6M | -71.2% | +5.6% | -76.8% | -71.8% |
| YTD | -30.9% | +5.7% | -36.6% | -32.4% |
| 1Y | -48.0% | +14.6% | -62.6% | -49.2% |
| 3Y | -19.7% | +50.7% | -70.4% | -18.9% |
| All | -18.3% | +42.8% | -61.1% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 5y: compounded portfolio wealth divided by compounded XRT 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…
5y analysis · Full analysis span regression · 6 months rolling