+75.4%
USAR vs BG
+35.1%
+40.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | +0.2% |
| 7D | +2.3% | +2.4% | 0.0% | +2.3% |
| 30D | -8.6% | +15.0% | -23.7% | -9.0% |
| 3M | -20.5% | -0.7% | -19.8% | -20.2% |
| 6M | +1.2% | +7.5% | -6.3% | +1.3% |
| YTD | +48.4% | +41.6% | +6.8% | +50.2% |
| 1Y | +30.6% | +50.7% | -20.0% | +33.8% |
| 3Y | +73.6% | +20.3% | +53.4% | +83.9% |
| All | +75.4% | +35.1% | +40.3% | +86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling