+67.8%
DE vs USAR
+68.6%
-0.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.5% |
| 7D | -3.0% | -4.4% | +1.4% | -3.0% |
| 30D | +11.1% | -10.4% | +21.5% | +11.2% |
| 3M | +17.6% | -18.4% | +36.0% | +17.7% |
| 6M | +13.6% | -8.8% | +22.4% | +13.5% |
| YTD | +46.3% | +43.4% | +2.9% | +46.2% |
| 1Y | +44.2% | +21.0% | +23.2% | +43.8% |
| 3Y | +76.6% | +67.7% | +8.8% | +76.2% |
| All | +67.8% | +68.6% | -0.8% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling