-22.7%
USAR vs BB
+152.5%
-175.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.3% |
| 7D | -9.1% | +11.6% | -20.7% | -11.9% |
| 30D | -36.9% | +2.6% | -39.5% | -37.3% |
| 3M | -58.4% | +3.5% | -61.9% | -58.9% |
| 6M | -70.6% | +43.5% | -114.1% | -73.0% |
| YTD | -33.4% | +141.2% | -174.6% | -45.1% |
| 1Y | -54.0% | +97.4% | -151.4% | -60.8% |
| 3Y | -22.7% | +151.1% | -173.8% | -36.9% |
| All | -22.7% | +152.5% | -175.1% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling