+35.6%
XLP vs USAR
-19.0%
+54.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -5.9% | +9.2% | +3.3% |
| 7D | +5.9% | -21.8% | +27.6% | +5.6% |
| 30D | +13.5% | -39.9% | +53.4% | +13.0% |
| 3M | +8.4% | -52.5% | +60.9% | +7.8% |
| 6M | +11.5% | -67.9% | +79.5% | +10.8% |
| YTD | +20.6% | -31.1% | +51.7% | +20.2% |
| 1Y | +24.3% | -49.8% | +74.1% | +23.7% |
| 3Y | +45.1% | -19.9% | +65.0% | +42.3% |
| All | +35.6% | -19.0% | +54.5% | +32.5% |
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