+69.4%
USAR vs BUD
+41.4%
+28.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.5% |
| 7D | -4.4% | -1.3% | -3.1% | -4.5% |
| 30D | -10.4% | -6.1% | -4.2% | -10.6% |
| 3M | -18.4% | -3.8% | -14.6% | -18.5% |
| 6M | -8.8% | +8.2% | -17.0% | -9.5% |
| YTD | +43.4% | +23.6% | +19.8% | +45.6% |
| 1Y | +21.0% | +33.4% | -12.4% | +24.2% |
| 3Y | +67.7% | +45.3% | +22.4% | +69.3% |
| All | +69.4% | +41.4% | +28.0% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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