+97.9%
BAC vs USAR
-20.4%
+118.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.0% |
| 7D | +3.2% | -0.8% | +4.0% | +3.2% |
| 30D | -0.7% | -20.9% | +20.2% | -0.3% |
| 3M | -20.0% | -56.2% | +36.2% | -18.9% |
| 6M | +3.4% | -67.9% | +71.3% | +5.2% |
| YTD | -5.7% | -31.4% | +25.7% | -5.7% |
| 1Y | -1.4% | -45.1% | +43.6% | -1.2% |
| 3Y | +97.9% | -20.3% | +118.2% | +82.9% |
| All | +97.9% | -20.4% | +118.3% | +82.9% |
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