-18.3%
USAR vs BURL
+47.2%
-65.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.6% | +12.4% | +10.9% |
| 7D | -14.5% | +4.1% | -18.6% | -14.7% |
| 30D | -37.8% | -9.5% | -28.4% | -37.4% |
| 3M | -52.8% | -33.5% | -19.2% | -51.9% |
| 6M | -71.2% | -22.1% | -49.1% | -71.1% |
| YTD | -30.9% | -14.6% | -16.3% | -30.2% |
| 1Y | -48.0% | -8.4% | -39.6% | -47.4% |
| 3Y | -19.7% | +86.6% | -106.3% | -17.4% |
| All | -18.3% | +47.2% | -65.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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