+33.6%
XLY vs USAR
+53.0%
-19.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +0.9% |
| 7D | -1.7% | -11.6% | +9.9% | -1.6% |
| 30D | -4.2% | -15.5% | +11.3% | -4.1% |
| 3M | -2.7% | -31.0% | +28.4% | -2.5% |
| 6M | -0.6% | -26.2% | +25.6% | -0.6% |
| YTD | -5.0% | +30.8% | -35.8% | -4.5% |
| 1Y | -4.1% | +7.1% | -11.2% | -3.4% |
| 3Y | +33.6% | +53.0% | -19.4% | +35.1% |
| All | +33.6% | +53.0% | -19.4% | +35.1% |
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