+59.3%
USAR vs BNY
+314.2%
-254.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -9.3% | -1.1% | -8.3% | -8.9% |
| 30D | -15.2% | +1.4% | -16.6% | -15.6% |
| 3M | -21.1% | +16.8% | -37.9% | -25.8% |
| 6M | -21.6% | +42.0% | -63.6% | -30.3% |
| YTD | +34.8% | +41.9% | -7.1% | +20.2% |
| 1Y | +15.6% | +59.2% | -43.5% | +2.1% |
| 3Y | +57.7% | +290.9% | -233.2% | +42.4% |
| All | +59.3% | +314.2% | -254.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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