+9.8%
XYZ vs USAR
-18.3%
+28.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.2% | 0.0% |
| 7D | -2.2% | +0.8% | -3.0% | -2.2% |
| 30D | +11.6% | -30.1% | +41.7% | +12.9% |
| 3M | +8.4% | -56.3% | +64.7% | +11.4% |
| 6M | +17.2% | -68.6% | +85.7% | +21.2% |
| YTD | +31.7% | -30.5% | +62.2% | +34.1% |
| 1Y | +30.1% | -53.5% | +83.5% | +32.8% |
| 3Y | +66.4% | -19.3% | +85.7% | +65.8% |
| All | +9.8% | -18.3% | +28.1% | +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