+32.7%
XLB vs USAR
-18.7%
+51.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +10.8% | -11.6% | -0.9% |
| 7D | -1.5% | -14.5% | +13.0% | -1.3% |
| 30D | +6.1% | -37.8% | +43.9% | +6.8% |
| 3M | 0.0% | -52.8% | +52.8% | +1.1% |
| 6M | 0.0% | -71.2% | +71.2% | +1.5% |
| YTD | +16.0% | -30.9% | +46.9% | +17.1% |
| 1Y | +24.7% | -48.0% | +72.7% | +25.9% |
| 3Y | +40.4% | -19.7% | +60.1% | +50.0% |
| All | +32.7% | -18.7% | +51.4% | +44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling