+57.2%
BLK vs USAR
+58.5%
-1.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.0% | +5.1% | -0.8% |
| 7D | -5.2% | -9.3% | +4.2% | -5.0% |
| 30D | -7.0% | -15.2% | +8.1% | -6.8% |
| 3M | +5.7% | -21.1% | +26.8% | +6.0% |
| 6M | +11.0% | -21.6% | +32.6% | +11.1% |
| YTD | +0.9% | +34.8% | -33.9% | +0.4% |
| 1Y | -1.6% | +15.6% | -17.3% | -1.6% |
| 3Y | +64.5% | +57.7% | +6.7% | +71.1% |
| All | +57.2% | +58.5% | -1.3% | +58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling