+58.8%
XOM vs USAR
+67.7%
-9.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.4% | +5.6% | +2.2% |
| 7D | 0.0% | -4.4% | +4.5% | 0.0% |
| 30D | +3.4% | -10.4% | +13.8% | +3.3% |
| 3M | +11.0% | -18.4% | +29.4% | +10.9% |
| 6M | +10.6% | -8.8% | +19.4% | +10.7% |
| YTD | +39.2% | +43.4% | -4.2% | +39.8% |
| 1Y | +52.7% | +21.0% | +31.7% | +53.9% |
| All | +58.8% | +67.7% | -9.0% | +60.5% |
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 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