+72.4%
XLI vs USAR
+73.6%
-1.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +1.0% | +2.3% | -1.3% | +0.9% |
| 30D | -5.8% | -8.6% | +2.8% | -5.7% |
| 3M | +0.7% | -20.5% | +21.2% | +0.9% |
| 6M | +3.2% | +1.2% | +2.0% | +3.0% |
| YTD | +13.0% | +48.4% | -35.4% | +12.6% |
| 1Y | +16.8% | +30.6% | -13.8% | +16.5% |
| 3Y | +72.4% | +73.6% | -1.2% | +88.8% |
| All | +72.4% | +73.6% | -1.2% | +88.8% |
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 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