+0.8%
XLI vs USAR
-14.4%
+15.2%
-8.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | -0.1% |
| 7D | -2.3% | -9.3% | +7.0% | -1.4% |
| 30D | -8.2% | -15.2% | +7.0% | -6.9% |
| 3M | +0.8% | -21.1% | +21.9% | +2.2% |
| 6M | +0.8% | -21.6% | +22.4% | +0.3% |
| All | +0.8% | -14.4% | +15.2% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling