-17.9%
USAR vs BAX
-39.8%
+21.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.3% | +4.7% | +4.4% |
| 7D | +0.8% | -0.6% | +1.4% | +0.8% |
| 30D | -30.1% | +6.3% | -36.4% | -30.2% |
| 3M | -56.3% | -4.6% | -51.7% | -56.2% |
| 6M | -68.6% | +50.4% | -119.0% | -69.1% |
| YTD | -30.5% | +38.0% | -68.6% | -31.7% |
| 1Y | -53.5% | +44.6% | -98.1% | -54.2% |
| 3Y | -19.3% | -15.1% | -4.1% | -21.8% |
| All | -17.9% | -39.8% | +21.9% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling