+75.4%
USAR vs BBY
+29.1%
+46.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.4% |
| 7D | +2.3% | +8.1% | -5.8% | +1.7% |
| 30D | -8.6% | +8.9% | -17.6% | -9.3% |
| 3M | -20.5% | +22.0% | -42.5% | -21.9% |
| 6M | +1.2% | +37.8% | -36.6% | -2.0% |
| YTD | +48.4% | +37.3% | +11.1% | +43.7% |
| 1Y | +30.6% | +21.6% | +9.1% | +27.1% |
| 3Y | +73.6% | +41.5% | +32.1% | +71.8% |
| All | +75.4% | +29.1% | +46.3% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 all: compounded portfolio wealth divided by compounded BBY 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…
all analysis · Full analysis span regression · 6 months rolling