+69.4%
USAR vs BP
+52.2%
+17.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.8% | -5.2% | -3.2% |
| 7D | -4.4% | +4.0% | -8.4% | -4.1% |
| 30D | -10.4% | +7.8% | -18.2% | -9.8% |
| 3M | -18.4% | +8.4% | -26.7% | -17.6% |
| 6M | -8.8% | +15.1% | -23.9% | -9.5% |
| YTD | +43.4% | +36.4% | +6.9% | +41.0% |
| 1Y | +21.0% | +40.9% | -19.9% | +19.3% |
| 3Y | +67.7% | +38.8% | +28.9% | +67.8% |
| All | +69.4% | +52.2% | +17.2% | +69.1% |
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