+75.4%
USAR vs XYL
+3.8%
+71.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -0.4% |
| 7D | +2.3% | +1.8% | +0.5% | +1.9% |
| 30D | -8.6% | -9.2% | +0.6% | -6.6% |
| 3M | -20.5% | -0.3% | -20.2% | -21.3% |
| 6M | +1.2% | -11.0% | +12.2% | +3.0% |
| YTD | +48.4% | -19.2% | +67.6% | +53.3% |
| 1Y | +30.6% | -21.2% | +51.8% | +36.1% |
| 3Y | +73.6% | +18.6% | +55.0% | +89.8% |
| All | +75.4% | +3.8% | +71.5% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded XYL 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling