-26.3%
USAR vs BURL
+49.6%
-75.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -2.9% | -6.6% | -9.3% |
| 7D | -29.5% | +3.5% | -32.9% | -29.6% |
| 30D | -46.0% | -9.3% | -36.7% | -45.6% |
| 3M | -56.8% | -32.1% | -24.7% | -56.0% |
| 6M | -72.9% | -19.8% | -53.1% | -72.8% |
| YTD | -37.6% | -13.2% | -24.5% | -37.1% |
| 1Y | -56.0% | -7.8% | -48.2% | -55.6% |
| 3Y | -27.5% | +89.3% | -116.9% | -25.5% |
| All | -26.3% | +49.6% | -75.9% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling