+7.1%
USAR vs BG
+53.0%
-45.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.2% | -2.7% |
| 7D | -11.6% | +3.1% | -14.8% | -12.1% |
| 30D | -15.5% | +10.2% | -25.7% | -17.2% |
| 3M | -31.0% | -1.7% | -29.4% | -30.1% |
| 6M | -26.2% | +1.0% | -27.2% | -26.0% |
| YTD | +30.8% | +39.9% | -9.2% | +26.2% |
| 1Y | +7.1% | +53.2% | -46.1% | +12.7% |
| All | +7.1% | +53.0% | -45.9% | +12.7% |
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