+46.7%
XLU vs USAR
+57.7%
-11.0%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -1.0% |
| 7D | -1.2% | -9.3% | +8.1% | -1.1% |
| 30D | -2.5% | -15.2% | +12.6% | -2.5% |
| 3M | -2.7% | -21.1% | +18.4% | -2.7% |
| 6M | -7.5% | -21.6% | +14.1% | -7.5% |
| YTD | +0.9% | +34.8% | -33.9% | +0.4% |
| 1Y | +3.3% | +15.6% | -12.3% | +2.9% |
| All | +46.7% | +57.7% | -11.0% | +55.8% |
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