+41.6%
W vs USAR
+74.5%
-32.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | +6.5% | +2.3% | +4.2% | +6.4% |
| 30D | -6.2% | -8.6% | +2.4% | -6.1% |
| 3M | +48.9% | -20.5% | +69.4% | +48.8% |
| 6M | +31.2% | +1.2% | +30.0% | +31.2% |
| YTD | -0.4% | +48.4% | -48.8% | +0.7% |
| 1Y | +14.8% | +30.6% | -15.8% | +16.1% |
| 3Y | +40.5% | +73.6% | -33.1% | +37.0% |
| All | +41.6% | +74.5% | -32.9% | +55.6% |
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