-49.8%
USAR vs BG
+7.2%
-57.0%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.4% | -8.3% | -6.4% |
| 7D | -21.8% | -3.8% | -18.0% | -21.1% |
| 30D | -39.9% | -9.6% | -30.3% | -38.6% |
| 3M | -52.5% | -8.5% | -44.0% | -52.6% |
| 6M | -67.9% | -23.0% | -44.9% | -64.7% |
| YTD | -31.1% | +10.9% | -42.0% | -47.5% |
| 1Y | -49.8% | +6.0% | -55.8% | -61.6% |
| All | -49.8% | +7.2% | -57.0% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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