+73.6%
USAR vs BAX
-32.5%
+106.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.0% | +0.4% |
| 7D | +2.3% | -2.4% | +4.8% | +2.4% |
| 30D | -8.6% | -9.7% | +1.1% | -8.2% |
| 3M | -20.5% | +29.3% | -49.7% | -21.2% |
| 6M | +1.2% | +40.7% | -39.5% | -0.6% |
| YTD | +48.4% | +30.3% | +18.1% | +46.3% |
| 1Y | +30.6% | +3.4% | +27.2% | +26.8% |
| 3Y | +73.6% | -32.0% | +105.7% | +68.4% |
| All | +73.6% | -32.5% | +106.2% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling