-19.0%
USAR vs BP
+54.0%
-73.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.2% |
| 7D | -0.8% | +3.8% | -4.6% | -0.4% |
| 30D | -20.9% | -5.3% | -15.6% | -21.5% |
| 3M | -56.2% | +9.3% | -65.4% | -55.7% |
| 6M | -67.9% | +7.2% | -75.1% | -67.5% |
| YTD | -31.4% | +38.0% | -69.5% | -32.3% |
| 1Y | -45.1% | +33.2% | -78.3% | -45.7% |
| 3Y | -20.3% | +50.3% | -70.6% | -20.0% |
| All | -19.0% | +54.0% | -73.0% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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