-2.8%
BLK vs USAR
+13.1%
-15.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.0% | +4.6% | +1.8% |
| 7D | -3.3% | -11.6% | +8.3% | -2.6% |
| 30D | -6.5% | -15.5% | +9.0% | -5.7% |
| 3M | +6.7% | -31.0% | +37.8% | +8.7% |
| 6M | +14.7% | -26.2% | +41.0% | +15.0% |
| YTD | +2.5% | +30.8% | -28.2% | -1.4% |
| 1Y | -2.8% | +7.1% | -9.9% | -5.0% |
| All | -2.8% | +13.1% | -15.9% | -5.0% |
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