-21.4%
USAR vs BN
+89.5%
-110.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.2% | -9.2% |
| 7D | -9.1% | +4.3% | -13.4% | -10.2% |
| 30D | -36.9% | +14.3% | -51.2% | -39.5% |
| 3M | -58.4% | -4.1% | -54.3% | -58.0% |
| 6M | -70.6% | -9.7% | -61.0% | -69.9% |
| YTD | -33.4% | -7.1% | -26.3% | -32.8% |
| 1Y | -54.0% | -7.4% | -46.6% | -53.5% |
| 3Y | -22.7% | +102.3% | -125.0% | -21.0% |
| All | -21.4% | +89.5% | -110.9% | -19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling