+92.5%
USB vs USAR
-27.6%
+120.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.5% | +7.4% | -1.9% |
| 7D | -1.5% | -29.5% | +28.0% | -1.0% |
| 30D | +4.3% | -46.0% | +50.3% | +5.2% |
| 3M | -6.1% | -56.8% | +50.7% | -5.0% |
| 6M | +9.4% | -72.9% | +82.3% | +11.2% |
| YTD | +15.2% | -37.6% | +52.8% | +15.6% |
| 1Y | +32.8% | -56.0% | +88.8% | +33.5% |
| All | +92.5% | -27.6% | +120.1% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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