+24.8%
USAR vs Z
-58.8%
+83.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | 0.0% |
| 7D | -2.1% | -3.0% | +0.9% | -1.4% |
| 30D | +2.6% | -4.2% | +6.8% | +3.3% |
| 3M | -35.0% | -3.7% | -31.3% | -34.2% |
| 6M | -6.9% | -24.5% | +17.6% | +2.3% |
| YTD | +48.0% | -49.3% | +97.3% | +75.8% |
| 1Y | +24.8% | -58.7% | +83.5% | +58.1% |
| All | +24.8% | -58.8% | +83.6% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling