+69.4%
USAR vs BAX
-44.3%
+113.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.3% |
| 7D | -4.4% | -5.1% | +0.7% | -4.2% |
| 30D | -10.4% | -12.2% | +1.8% | -9.9% |
| 3M | -18.4% | +21.8% | -40.2% | -18.8% |
| 6M | -8.8% | +36.3% | -45.1% | -10.4% |
| YTD | +43.4% | +27.8% | +15.6% | +41.5% |
| 1Y | +21.0% | -0.1% | +21.0% | +17.5% |
| 3Y | +67.7% | -33.3% | +101.1% | +63.0% |
| All | +69.4% | -44.3% | +113.7% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling