+617.9%
DELL vs USAR
-20.3%
+638.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.5% |
| 7D | +17.1% | +8.8% | +8.4% | +16.3% |
| 30D | -35.1% | -28.5% | -6.6% | -33.4% |
| 3M | -23.3% | -56.2% | +32.9% | -18.8% |
| 6M | +55.8% | -68.4% | +124.2% | +66.7% |
| YTD | +198.0% | -32.2% | +230.2% | +211.4% |
| 1Y | +166.6% | -52.3% | +218.9% | +180.2% |
| 3Y | +427.6% | -21.2% | +448.8% | +510.0% |
| All | +617.9% | -20.3% | +638.2% | +827.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling