+75.4%
USAR vs BR
+6.7%
+68.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.7% | -0.3% |
| 7D | +2.3% | -5.9% | +8.3% | +0.8% |
| 30D | -8.6% | +1.9% | -10.5% | -8.0% |
| 3M | -20.5% | +14.7% | -35.1% | -16.3% |
| 6M | +1.2% | -12.8% | +14.0% | +1.4% |
| YTD | +48.4% | -23.0% | +71.4% | +49.2% |
| 1Y | +30.6% | -31.7% | +62.3% | +30.3% |
| 3Y | +73.6% | -4.8% | +78.4% | +77.5% |
| All | +75.4% | +6.7% | +68.7% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling