+69.4%
USAR vs Z
-39.4%
+108.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.7% | -3.3% |
| 7D | -4.4% | -7.1% | +2.6% | -3.7% |
| 30D | -10.4% | -4.8% | -5.6% | -10.1% |
| 3M | -18.4% | -9.3% | -9.0% | -17.7% |
| 6M | -8.8% | -29.0% | +20.2% | -5.2% |
| YTD | +43.4% | -52.9% | +96.2% | +53.4% |
| 1Y | +21.0% | -63.1% | +84.1% | +31.6% |
| 3Y | +67.7% | -36.9% | +104.6% | +80.1% |
| All | +69.4% | -39.4% | +108.8% | +81.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling