+93.6%
DE vs USAR
-22.7%
+116.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.6% | +9.1% | -0.4% |
| 7D | +3.3% | -9.1% | +12.3% | +3.4% |
| 30D | +10.7% | -36.9% | +47.7% | +11.2% |
| 3M | +13.1% | -58.4% | +71.5% | +14.0% |
| 6M | +20.2% | -70.6% | +90.8% | +21.4% |
| YTD | +48.9% | -33.4% | +82.3% | +49.9% |
| 1Y | +46.6% | -54.0% | +100.6% | +47.6% |
| All | +93.6% | -22.7% | +116.3% | +95.9% |
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