+24.3%
W vs USAR
-49.3%
+73.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -5.9% | +16.9% | +11.8% |
| 7D | +8.4% | -21.8% | +30.1% | +12.0% |
| 30D | +16.5% | -39.9% | +56.4% | +24.7% |
| 3M | +6.4% | -52.5% | +59.0% | +17.3% |
| 6M | +90.5% | -67.9% | +158.5% | +115.4% |
| YTD | +23.1% | -31.1% | +54.1% | +31.2% |
| 1Y | +24.3% | -49.8% | +74.1% | +34.7% |
| All | +24.3% | -49.3% | +73.6% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling