+58.1%
XLE vs USAR
-19.7%
+77.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.8% | -10.9% | +0.1% |
| 7D | -12.0% | -14.5% | +2.5% | -12.1% |
| 30D | -2.7% | -37.8% | +35.1% | -3.1% |
| 3M | +6.6% | -52.8% | +59.3% | +5.9% |
| 6M | +9.5% | -71.2% | +80.8% | +8.8% |
| YTD | +40.6% | -30.9% | +71.4% | +39.9% |
| 1Y | +43.6% | -48.0% | +91.6% | +42.8% |
| 3Y | +58.1% | -19.7% | +77.8% | +55.2% |
| All | +58.1% | -19.7% | +77.8% | +55.2% |
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