-21.4%
USAR vs BB
+88.5%
-109.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.9% | -8.7% | -9.4% |
| 7D | -9.1% | +11.6% | -20.7% | -11.6% |
| 30D | -36.9% | +2.6% | -39.5% | -37.2% |
| 3M | -58.4% | +3.5% | -61.9% | -58.8% |
| 6M | -70.6% | +43.5% | -114.1% | -72.6% |
| YTD | -33.4% | +141.2% | -174.6% | -43.4% |
| 1Y | -54.0% | +97.4% | -151.4% | -59.8% |
| 3Y | -22.7% | +151.1% | -173.8% | -34.7% |
| All | -21.4% | +88.5% | -109.8% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling