+73.6%
USAR vs BLDR
-54.9%
+128.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.9% | +5.2% | +1.1% |
| 7D | +2.3% | -0.3% | +2.7% | +2.3% |
| 30D | -8.6% | -16.2% | +7.6% | -6.2% |
| 3M | -20.5% | -14.4% | -6.1% | -18.9% |
| 6M | +1.2% | -32.8% | +34.0% | +5.8% |
| YTD | +48.4% | -39.2% | +87.6% | +56.2% |
| 1Y | +30.6% | -57.7% | +88.3% | +38.5% |
| 3Y | +73.6% | -55.3% | +128.9% | +84.8% |
| All | +73.6% | -54.9% | +128.5% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 3y: compounded portfolio wealth divided by compounded BLDR 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…
3y analysis · Full analysis span regression · 6 months rolling