+64.7%
XLC vs USAR
-20.4%
+85.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +1.0% |
| 7D | +3.7% | -0.8% | +4.5% | +3.7% |
| 30D | -1.9% | -20.9% | +19.0% | -1.8% |
| 3M | -3.1% | -56.2% | +53.0% | -2.7% |
| 6M | -6.4% | -67.9% | +61.5% | -5.9% |
| YTD | -6.8% | -31.4% | +24.6% | -6.5% |
| 1Y | -1.7% | -45.1% | +43.4% | -1.3% |
| 3Y | +64.7% | -20.3% | +85.0% | +58.5% |
| All | +64.7% | -20.4% | +85.1% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling