+68.8%
XLE vs USAR
-13.4%
+82.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.5% | -6.0% | +0.6% |
| 7D | -7.9% | -1.1% | -6.8% | -7.9% |
| 30D | -4.8% | -30.3% | +25.4% | -5.1% |
| 3M | +8.4% | -54.7% | +63.0% | +7.7% |
| 6M | +12.7% | -67.5% | +80.2% | +12.0% |
| YTD | +41.3% | -26.4% | +67.7% | +40.7% |
| 1Y | +42.3% | -49.5% | +91.8% | +41.6% |
| 3Y | +65.1% | -14.5% | +79.5% | +66.6% |
| All | +68.8% | -13.4% | +82.2% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling