+1,272.8%
BE vs USAR
+74.0%
+1,198.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.5% | +7.8% | +7.4% |
| 7D | +20.0% | -2.1% | +22.1% | +20.4% |
| 30D | +7.9% | +2.6% | +5.3% | +6.9% |
| 3M | -13.2% | -35.0% | +21.8% | -7.8% |
| 6M | +53.5% | -6.9% | +60.3% | +54.2% |
| YTD | +191.0% | +48.0% | +143.0% | +179.6% |
| 1Y | +360.5% | +24.8% | +335.7% | +358.7% |
| 3Y | +1,568.0% | +73.2% | +1,494.8% | +2,290.5% |
| All | +1,272.8% | +74.0% | +1,198.8% | +1,903.3% |
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