+3.9%
W vs USAR
-50.4%
+54.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +3.7% |
| 7D | +3.3% | -1.1% | +4.4% | +3.3% |
| 30D | +10.5% | -30.3% | +40.8% | +15.5% |
| 3M | +9.6% | -54.7% | +64.3% | +21.0% |
| 6M | +76.4% | -67.5% | +143.9% | +96.5% |
| YTD | +16.4% | -26.4% | +42.8% | +24.9% |
| All | +3.9% | -50.4% | +54.3% | +11.6% |
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 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