+7.7%
DIS vs USAR
-55.1%
+62.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -9.6% | +9.7% | +0.4% |
| 7D | +4.4% | -9.1% | +13.5% | +4.7% |
| 30D | +10.3% | -36.9% | +47.3% | +12.1% |
| 3M | +15.5% | -58.4% | +73.9% | +19.3% |
| 6M | +11.2% | -70.6% | +81.8% | +16.4% |
| YTD | +5.6% | -33.4% | +39.0% | +4.6% |
| 1Y | +7.7% | -54.0% | +61.8% | +9.0% |
| All | +7.7% | -55.1% | +62.9% | +9.0% |
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 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