+57.7%
USAR vs BTDR
+0.6%
+57.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -6.5% | +0.5% | -5.4% |
| 7D | -9.3% | -3.2% | -6.1% | -9.0% |
| 30D | -15.2% | +32.7% | -47.9% | -17.5% |
| 3M | -21.1% | -28.4% | +7.3% | -19.5% |
| 6M | -21.6% | +51.7% | -73.3% | -23.0% |
| YTD | +34.8% | +2.9% | +31.9% | +34.2% |
| 1Y | +15.6% | -15.5% | +31.1% | +16.0% |
| All | +57.7% | +0.6% | +57.1% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling