+67.9%
XLI vs USAR
+74.0%
-6.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | -1.1% | -2.1% | +1.1% | -1.0% |
| 30D | -5.9% | +2.6% | -8.6% | -6.0% |
| 3M | -0.3% | -35.0% | +34.8% | +0.2% |
| 6M | +0.1% | -6.9% | +7.0% | 0.0% |
| YTD | +13.6% | +48.0% | -34.4% | +13.1% |
| 1Y | +17.2% | +24.8% | -7.6% | +16.9% |
| 3Y | +68.2% | +73.2% | -5.0% | +78.4% |
| All | +67.9% | +74.0% | -6.1% | +76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling