+9.6%
XYZ vs USAR
-21.7%
+31.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.2% | -3.0% |
| 7D | +12.6% | -9.1% | +21.7% | +12.9% |
| 30D | +10.8% | -36.9% | +47.7% | +12.5% |
| 3M | +8.4% | -58.4% | +66.8% | +11.6% |
| 6M | +14.3% | -70.6% | +85.0% | +18.5% |
| YTD | +31.5% | -33.4% | +64.9% | +34.1% |
| 1Y | +28.1% | -54.0% | +82.1% | +31.0% |
| 3Y | +66.2% | -22.7% | +88.8% | +65.8% |
| All | +9.6% | -21.7% | +31.4% | +13.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling