+73.5%
XLE vs USAR
+74.0%
-0.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | +2.2% | -2.1% | +4.3% | +2.2% |
| 30D | +11.8% | +2.6% | +9.2% | +11.8% |
| 3M | +9.8% | -35.0% | +44.8% | +9.7% |
| 6M | +15.6% | -6.9% | +22.5% | +15.6% |
| YTD | +45.3% | +48.0% | -2.7% | +45.5% |
| 1Y | +48.3% | +24.8% | +23.5% | +48.9% |
| 3Y | +55.4% | +73.2% | -17.8% | +57.9% |
| All | +73.5% | +74.0% | -0.5% | +75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling