+12.3%
XLI vs USAR
-49.3%
+61.6%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.9% | +4.8% | -0.7% |
| 7D | +0.6% | -21.8% | +22.3% | +2.2% |
| 30D | -0.4% | -39.9% | +39.6% | +2.8% |
| 3M | -8.8% | -52.5% | +43.7% | -4.6% |
| 6M | -0.4% | -67.9% | +67.6% | +6.0% |
| YTD | +10.1% | -31.1% | +41.2% | +10.2% |
| 1Y | +12.3% | -49.8% | +62.1% | +14.0% |
| All | +12.3% | -49.3% | +61.6% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling