+54.5%
USAR vs BB
+58.1%
-3.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.4% |
| 7D | -11.6% | -0.4% | -11.3% | -11.5% |
| 30D | -15.5% | -12.5% | -2.9% | -12.8% |
| 3M | -31.0% | -17.4% | -13.6% | -28.2% |
| 6M | -26.2% | +119.1% | -145.4% | -35.3% |
| YTD | +30.8% | +102.4% | -71.6% | +16.0% |
| 1Y | +7.1% | +98.2% | -91.1% | -5.0% |
| 3Y | +53.0% | +46.9% | +6.1% | +35.1% |
| All | +54.5% | +58.1% | -3.6% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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