+7.7%
DIS vs USAR
-50.4%
+58.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.5% | +1.8% |
| 7D | +5.3% | -1.1% | +6.4% | +5.3% |
| 30D | +10.2% | -30.3% | +40.5% | +11.6% |
| 3M | +13.5% | -54.7% | +68.2% | +16.9% |
| 6M | +11.1% | -67.5% | +78.6% | +15.9% |
| YTD | +5.5% | -26.4% | +31.9% | +4.1% |
| All | +7.7% | -50.4% | +58.0% | +8.5% |
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 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