+72.6%
XYZ vs USAR
-19.7%
+92.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +10.8% | -9.1% | +1.3% |
| 7D | +12.1% | -14.5% | +26.7% | +12.7% |
| 30D | +12.4% | -37.8% | +50.2% | +14.1% |
| 3M | +8.2% | -52.8% | +60.9% | +10.9% |
| 6M | +20.7% | -71.2% | +91.9% | +25.1% |
| YTD | +31.3% | -30.9% | +62.2% | +33.8% |
| 1Y | +20.5% | -48.0% | +68.5% | +23.0% |
| 3Y | +72.6% | -19.7% | +92.3% | +62.8% |
| All | +72.6% | -19.7% | +92.3% | +62.8% |
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