+73.6%
USAR vs BB
+68.2%
+5.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.9% | -0.3% |
| 7D | +2.3% | +0.5% | +1.8% | +2.1% |
| 30D | -8.6% | -12.4% | +3.7% | -5.7% |
| 3M | -20.5% | -15.3% | -5.2% | -17.5% |
| 6M | +1.2% | +128.8% | -127.6% | -13.2% |
| YTD | +48.4% | +107.7% | -59.2% | +29.3% |
| 1Y | +30.6% | +103.9% | -73.3% | +13.7% |
| 3Y | +73.6% | +72.6% | +1.1% | +50.1% |
| All | +73.6% | +68.2% | +5.5% | +50.1% |
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 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