+7.2%
DIS vs USAR
-51.6%
+58.8%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.3% | -0.8% |
| 7D | +5.2% | -14.5% | +19.7% | +5.8% |
| 30D | +11.5% | -37.8% | +49.3% | +13.3% |
| 3M | +11.5% | -52.8% | +64.3% | +14.5% |
| 6M | +8.9% | -71.2% | +80.1% | +14.1% |
| YTD | +3.4% | -30.9% | +34.3% | +2.4% |
| 1Y | +7.2% | -48.0% | +55.2% | +7.5% |
| All | +7.2% | -51.6% | +58.8% | +7.5% |
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