-19.0%
USAR vs XYL
-10.1%
-8.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +1.0% | +1.1% |
| 7D | -0.8% | -3.7% | +2.9% | -0.5% |
| 30D | -20.9% | -8.3% | -12.6% | -21.1% |
| 3M | -56.2% | -21.4% | -34.7% | -54.6% |
| 6M | -67.9% | -12.9% | -55.0% | -67.9% |
| YTD | -31.4% | -30.1% | -1.4% | -28.3% |
| 1Y | -45.1% | -35.2% | -9.9% | -41.9% |
| 3Y | -20.3% | -0.8% | -19.5% | -12.0% |
| All | -19.0% | -10.1% | -8.8% | -10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling