+35.8%
XYZ vs USAR
-51.4%
+87.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.1% | +1.7% | +2.7% |
| 7D | -1.1% | -0.8% | -0.3% | -1.0% |
| 30D | +11.5% | -20.9% | +32.4% | +13.7% |
| 3M | +1.8% | -56.2% | +57.9% | +9.7% |
| 6M | +21.2% | -67.9% | +89.1% | +33.2% |
| YTD | +29.9% | -31.4% | +61.4% | +37.7% |
| 1Y | +35.8% | -45.1% | +80.8% | +44.6% |
| All | +35.8% | -51.4% | +87.2% | +44.6% |
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