+62.7%
XLI vs USAR
-20.3%
+83.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.8% |
| 7D | +4.3% | +8.8% | -4.5% | +4.1% |
| 30D | +0.5% | -28.5% | +28.9% | +1.0% |
| 3M | -8.6% | -56.2% | +47.6% | -7.3% |
| 6M | -2.3% | -68.4% | +66.1% | -0.6% |
| YTD | +10.1% | -32.2% | +42.3% | +11.2% |
| 1Y | +11.0% | -52.3% | +63.3% | +12.1% |
| 3Y | +72.3% | -21.2% | +93.5% | +84.8% |
| All | +62.7% | -20.3% | +83.0% | +73.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling