+44.1%
XEL vs USAR
-19.4%
+63.5%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +2.4% | -0.8% | +3.2% | +2.4% |
| 30D | +8.3% | -20.9% | +29.2% | +8.3% |
| 3M | +4.2% | -56.2% | +60.3% | +4.2% |
| 6M | +3.7% | -67.9% | +71.6% | +3.8% |
| YTD | +13.1% | -31.4% | +44.5% | +12.9% |
| 1Y | +5.0% | -45.1% | +50.0% | +4.9% |
| 3Y | +55.0% | -20.3% | +75.3% | +62.5% |
| All | +44.1% | -19.4% | +63.5% | +49.1% |
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