+14.9%
XLB vs USAR
+29.1%
-14.2%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | -0.2% | +2.3% | -2.6% | -0.4% |
| 30D | -1.7% | -8.6% | +6.9% | -1.4% |
| 3M | +4.4% | -20.5% | +24.8% | +5.1% |
| 6M | +5.0% | +1.2% | +3.8% | +4.2% |
| YTD | +15.5% | +48.4% | -32.9% | +13.1% |
| 1Y | +14.9% | +30.6% | -15.7% | +12.4% |
| All | +14.9% | +29.1% | -14.2% | +12.4% |
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