+47.8%
XOM vs USAR
-51.4%
+99.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.5% |
| 7D | +2.8% | -0.8% | +3.6% | +2.8% |
| 30D | -3.6% | -20.9% | +17.3% | -4.4% |
| 3M | +8.2% | -56.2% | +64.4% | +5.1% |
| 6M | +14.0% | -67.9% | +81.9% | +10.8% |
| YTD | +44.6% | -31.4% | +76.0% | +39.7% |
| 1Y | +47.8% | -45.1% | +92.8% | +42.7% |
| All | +47.8% | -51.4% | +99.2% | +42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling