-10.1%
DIS vs USAR
+27.9%
-38.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | -2.1% | -0.5% | -2.5% |
| 30D | +3.5% | +2.6% | +0.9% | +3.3% |
| 3M | +6.8% | -35.0% | +41.8% | +8.2% |
| 6M | +3.0% | -6.9% | +9.9% | +2.6% |
| YTD | -6.7% | +48.0% | -54.7% | -8.2% |
| 1Y | -10.1% | +24.8% | -34.9% | -9.6% |
| All | -10.1% | +27.9% | -38.0% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling