-19.9%
USAR vs XYL
-10.3%
-9.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.3% |
| 7D | +8.8% | -6.0% | +14.8% | +9.2% |
| 30D | -28.5% | -8.3% | -20.2% | -28.7% |
| 3M | -56.2% | -22.6% | -33.6% | -54.5% |
| 6M | -68.4% | -15.0% | -53.4% | -68.2% |
| YTD | -32.2% | -30.2% | -2.0% | -29.1% |
| 1Y | -52.3% | -36.4% | -15.9% | -49.4% |
| 3Y | -21.2% | -0.9% | -20.3% | -12.9% |
| All | -19.9% | -10.3% | -9.6% | -11.5% |
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