-18.6%
USAR vs BURL
+54.1%
-72.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +7.7% | -13.6% | -6.3% |
| 7D | -21.8% | +10.4% | -32.2% | -22.2% |
| 30D | -39.9% | -4.9% | -35.0% | -39.7% |
| 3M | -52.5% | -29.8% | -22.8% | -51.8% |
| 6M | -67.9% | -16.5% | -51.5% | -67.8% |
| YTD | -31.1% | -10.5% | -20.5% | -30.6% |
| 1Y | -49.8% | -5.3% | -44.5% | -49.4% |
| 3Y | -19.9% | +95.1% | -115.0% | -17.8% |
| All | -18.6% | +54.1% | -72.7% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling