+995.8%
DELL vs USAR
+53.8%
+942.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -3.0% | +15.0% | +12.2% |
| 7D | +8.2% | -11.6% | +19.9% | +9.1% |
| 30D | +17.1% | -15.5% | +32.6% | +18.3% |
| 3M | +45.2% | -31.0% | +76.2% | +47.7% |
| 6M | +286.8% | -26.2% | +313.0% | +292.2% |
| YTD | +354.8% | +30.8% | +324.0% | +353.7% |
| 1Y | +358.3% | +7.1% | +351.2% | +354.8% |
| 3Y | +724.9% | +53.0% | +671.9% | +851.5% |
| All | +995.8% | +53.8% | +942.0% | +1,251.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling