+59.7%
DIA vs USAR
-20.4%
+80.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | +0.1% |
| 7D | +2.1% | -0.8% | +2.9% | +2.1% |
| 30D | +1.5% | -20.9% | +22.4% | +1.8% |
| 3M | -2.4% | -56.2% | +53.7% | -1.4% |
| 6M | +6.0% | -67.9% | +73.9% | +7.2% |
| YTD | +10.1% | -31.4% | +41.5% | +10.9% |
| 1Y | +11.8% | -45.1% | +56.9% | +12.7% |
| 3Y | +59.7% | -20.3% | +80.0% | +62.4% |
| All | +59.7% | -20.4% | +80.1% | +62.4% |
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 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