+59.3%
USAR vs BN
+69.8%
-10.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.2% | -4.8% | -5.6% |
| 7D | -9.3% | -5.9% | -3.5% | -7.7% |
| 30D | -15.2% | -15.1% | -0.1% | -11.1% |
| 3M | -21.1% | -14.6% | -6.5% | -17.5% |
| 6M | -21.6% | -8.4% | -13.1% | -18.8% |
| YTD | +34.8% | -16.8% | +51.6% | +40.9% |
| 1Y | +15.6% | -14.4% | +30.0% | +20.8% |
| 3Y | +57.7% | +70.1% | -12.4% | +66.8% |
| All | +59.3% | +69.8% | -10.5% | +68.5% |
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