-52.3%
USAR vs BB
+100.9%
-153.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.0% | +0.6% | -0.8% |
| 7D | +8.8% | +9.0% | -0.2% | +4.2% |
| 30D | -28.5% | +7.7% | -36.1% | -31.1% |
| 3M | -56.2% | +4.0% | -60.2% | -57.4% |
| 6M | -68.4% | +46.6% | -115.0% | -74.8% |
| YTD | -32.2% | +140.6% | -172.8% | -60.4% |
| 1Y | -52.3% | +103.1% | -155.4% | -66.3% |
| All | -52.3% | +100.9% | -153.2% | -66.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling