+15.8%
XLI vs USAR
+25.8%
-10.0%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -1.3% |
| 7D | -0.6% | -4.4% | +3.9% | -0.3% |
| 30D | -6.9% | -10.4% | +3.5% | -6.5% |
| 3M | -1.9% | -18.4% | +16.4% | -1.4% |
| 6M | +1.0% | -8.8% | +9.8% | +0.5% |
| YTD | +11.3% | +43.4% | -32.0% | +8.8% |
| 1Y | +15.8% | +21.0% | -5.2% | +15.1% |
| All | +15.8% | +25.8% | -10.0% | +15.1% |
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