+566.4%
DELL vs USAR
-19.4%
+585.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.1% | -8.3% | -7.3% |
| 7D | +4.9% | -0.8% | +5.7% | +5.0% |
| 30D | -32.1% | -20.9% | -11.1% | -30.8% |
| 3M | -30.2% | -56.2% | +25.9% | -26.2% |
| 6M | +41.7% | -67.9% | +109.6% | +51.4% |
| YTD | +176.6% | -31.4% | +208.0% | +188.7% |
| 1Y | +159.9% | -45.1% | +205.0% | +172.4% |
| 3Y | +388.0% | -20.3% | +408.3% | +463.5% |
| All | +566.4% | -19.4% | +585.8% | +760.0% |
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 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