+58.3%
W vs USAR
-18.7%
+77.0%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +10.8% | -12.3% | -1.7% |
| 7D | -3.6% | -14.5% | +10.9% | -3.2% |
| 30D | +7.0% | -37.8% | +44.8% | +8.2% |
| 3M | +7.4% | -52.8% | +60.1% | +9.3% |
| 6M | +69.3% | -71.2% | +140.5% | +72.3% |
| YTD | +11.3% | -30.9% | +42.2% | +14.6% |
| 1Y | +13.2% | -48.0% | +61.2% | +16.4% |
| 3Y | +142.0% | -19.7% | +161.7% | +132.9% |
| All | +58.3% | -18.7% | +77.0% | +77.1% |
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