+59.4%
W vs USAR
-21.7%
+81.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.6% | +5.9% | -3.4% |
| 7D | +1.1% | -9.1% | +10.1% | +1.3% |
| 30D | +6.4% | -36.9% | +43.4% | +7.6% |
| 3M | +9.0% | -58.4% | +67.4% | +11.3% |
| 6M | +69.8% | -70.6% | +140.4% | +73.0% |
| YTD | +12.1% | -33.4% | +45.5% | +15.6% |
| 1Y | 0.0% | -54.0% | +54.1% | +2.7% |
| 3Y | +160.3% | -22.7% | +183.0% | +150.5% |
| All | +59.4% | -21.7% | +81.1% | +78.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling