-17.9%
USAR vs BN
+88.0%
-106.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.8% | +5.1% | +4.6% |
| 7D | +0.8% | -2.4% | +3.2% | +1.6% |
| 30D | -30.1% | +13.5% | -43.6% | -32.8% |
| 3M | -56.3% | -5.9% | -50.3% | -55.6% |
| 6M | -68.6% | -8.9% | -59.6% | -67.8% |
| YTD | -30.5% | -7.9% | -22.7% | -29.7% |
| 1Y | -53.5% | -8.3% | -45.2% | -52.9% |
| 3Y | -19.3% | +100.8% | -120.1% | -17.4% |
| All | -17.9% | +88.0% | -106.0% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 10y: compounded portfolio wealth divided by compounded BN 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…
10y analysis · Full analysis span regression · 6 months rolling