-19.0%
USAR vs BB
+83.5%
-102.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +1.7% |
| 7D | -0.8% | +1.8% | -2.6% | -1.2% |
| 30D | -20.9% | +8.1% | -29.1% | -22.3% |
| 3M | -56.2% | -1.0% | -55.2% | -56.1% |
| 6M | -67.9% | +45.9% | -113.8% | -70.1% |
| YTD | -31.4% | +134.8% | -166.3% | -41.3% |
| 1Y | -45.1% | +104.6% | -149.6% | -52.1% |
| 3Y | -20.3% | +152.8% | -173.2% | -32.2% |
| All | -19.0% | +83.5% | -102.5% | -31.1% |
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