+37.2%
DIS vs USAR
-20.4%
+57.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.6% |
| 7D | +1.9% | -0.8% | +2.7% | +1.9% |
| 30D | +9.2% | -20.9% | +30.1% | +9.2% |
| 3M | +13.5% | -56.2% | +69.7% | +13.9% |
| 6M | +14.3% | -67.9% | +82.2% | +14.8% |
| YTD | +5.4% | -31.4% | +36.8% | +6.1% |
| 1Y | +12.2% | -45.1% | +57.2% | +12.9% |
| 3Y | +37.2% | -20.3% | +57.5% | +54.6% |
| All | +37.2% | -20.4% | +57.6% | +54.6% |
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 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