+74.9%
USAR vs XYL
+0.9%
+74.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | 0.0% |
| 7D | -2.1% | -5.0% | +2.9% | -0.9% |
| 30D | +2.6% | -13.2% | +15.8% | +6.0% |
| 3M | -35.0% | -3.7% | -31.3% | -35.1% |
| 6M | -6.9% | -17.7% | +10.8% | -3.7% |
| YTD | +48.0% | -21.5% | +69.5% | +53.9% |
| 1Y | +24.8% | -24.5% | +49.3% | +31.1% |
| 3Y | +73.2% | +6.9% | +66.3% | +90.5% |
| All | +74.9% | +0.9% | +74.0% | +92.3% |
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