+99.6%
USB vs USAR
-19.0%
+118.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.9% | +7.8% | +2.0% |
| 7D | +2.4% | -21.8% | +24.2% | +2.8% |
| 30D | +6.6% | -39.9% | +46.5% | +7.3% |
| 3M | -4.1% | -52.5% | +48.4% | -3.1% |
| 6M | +12.5% | -67.9% | +80.4% | +14.0% |
| YTD | +17.6% | -31.1% | +48.7% | +17.9% |
| 1Y | +36.5% | -49.8% | +86.3% | +37.1% |
| 3Y | +95.4% | -19.9% | +115.3% | +102.7% |
| All | +99.6% | -19.0% | +118.6% | +94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling