+6.0%
XYZ vs USAR
+74.0%
-68.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | -1.0% | -2.1% | +1.1% | -0.9% |
| 30D | -1.7% | +2.6% | -4.3% | -1.8% |
| 3M | +16.7% | -35.0% | +51.8% | +17.9% |
| 6M | +26.9% | -6.9% | +33.7% | +26.7% |
| YTD | +27.1% | +48.0% | -20.8% | +26.2% |
| 1Y | +9.3% | +24.8% | -15.6% | +8.6% |
| 3Y | +42.3% | +73.2% | -31.0% | +39.1% |
| All | +6.0% | +74.0% | -68.0% | +6.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling