-14.5%
USAR vs Z
-19.5%
+5.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.8% | +2.7% | +6.0% |
| 7D | -1.1% | -5.2% | +4.1% | -0.4% |
| 30D | -30.3% | +5.7% | -36.0% | -31.0% |
| 3M | -54.7% | -8.7% | -45.9% | -54.4% |
| 6M | -67.5% | -26.0% | -41.5% | -66.4% |
| YTD | -26.4% | -55.0% | +28.7% | -20.7% |
| 1Y | -49.5% | -58.0% | +8.4% | -45.3% |
| 3Y | -14.5% | -15.2% | +0.7% | -7.2% |
| All | -14.5% | -19.5% | +5.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling