+77.5%
DE vs USAR
+73.6%
+3.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | +0.7% | +2.3% | -1.6% | +0.7% |
| 30D | +9.6% | -8.6% | +18.3% | +9.7% |
| 3M | +19.0% | -20.5% | +39.5% | +19.1% |
| 6M | +16.1% | +1.2% | +14.9% | +16.0% |
| YTD | +47.0% | +48.4% | -1.4% | +46.9% |
| 1Y | +43.1% | +30.6% | +12.5% | +42.8% |
| 3Y | +77.5% | +73.6% | +3.8% | +83.0% |
| All | +77.5% | +73.6% | +3.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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