-22.7%
USAR vs BURL
+94.5%
-117.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.3% | -8.3% | -9.5% |
| 7D | -9.1% | +5.9% | -14.9% | -9.4% |
| 30D | -36.9% | -8.3% | -28.6% | -36.5% |
| 3M | -58.4% | -31.6% | -26.8% | -57.6% |
| 6M | -70.6% | -16.6% | -54.0% | -70.5% |
| YTD | -33.4% | -12.1% | -21.4% | -32.8% |
| 1Y | -54.0% | -10.0% | -44.1% | -53.6% |
| 3Y | -22.7% | +94.3% | -116.9% | -20.1% |
| All | -22.7% | +94.5% | -117.2% | -20.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling