-19.0%
USAR vs BTDR
-60.3%
+41.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -8.6% | +9.8% | +2.1% |
| 7D | -0.8% | -6.9% | +6.1% | -0.1% |
| 30D | -20.9% | -31.5% | +10.6% | -17.8% |
| 3M | -56.2% | -36.1% | -20.1% | -54.1% |
| 6M | -67.9% | -57.6% | -10.3% | -65.3% |
| YTD | -31.4% | -50.0% | +18.6% | -26.7% |
| 1Y | -45.1% | -49.6% | +4.5% | -41.2% |
| 3Y | -20.3% | +48.5% | -68.9% | -13.0% |
| All | -19.0% | -60.3% | +41.3% | -11.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling