+69.4%
USAR vs XYL
+2.7%
+66.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.1% |
| 7D | -4.4% | +0.8% | -5.3% | -4.6% |
| 30D | -10.4% | -10.8% | +0.4% | -8.0% |
| 3M | -18.4% | -2.5% | -15.8% | -18.7% |
| 6M | -8.8% | -12.2% | +3.4% | -7.0% |
| YTD | +43.4% | -20.1% | +63.4% | +48.5% |
| 1Y | +21.0% | -20.6% | +41.6% | +26.3% |
| 3Y | +67.7% | +17.3% | +50.4% | +83.8% |
| All | +69.4% | +2.7% | +66.7% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling