+54.5%
USAR vs BR
+6.1%
+48.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.1% |
| 7D | -11.6% | -3.0% | -8.7% | -12.3% |
| 30D | -15.5% | -0.3% | -15.2% | -15.4% |
| 3M | -31.0% | +17.3% | -48.3% | -27.2% |
| 6M | -26.2% | -6.7% | -19.5% | -25.1% |
| YTD | +30.8% | -23.4% | +54.2% | +31.3% |
| 1Y | +7.1% | -32.7% | +39.8% | +6.7% |
| 3Y | +53.0% | -5.9% | +58.9% | +56.2% |
| All | +54.5% | +6.1% | +48.4% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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