+26.9%
DIS vs USAR
+74.0%
-47.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.3% | -1.7% |
| 7D | -2.6% | -2.1% | -0.5% | -2.6% |
| 30D | +3.5% | +2.6% | +0.9% | +3.5% |
| 3M | +6.8% | -35.0% | +41.8% | +7.0% |
| 6M | +3.0% | -6.9% | +9.9% | +3.0% |
| YTD | -6.7% | +48.0% | -54.7% | -6.4% |
| 1Y | -10.1% | +24.8% | -34.9% | -9.4% |
| 3Y | +33.0% | +73.2% | -40.2% | +39.5% |
| All | +26.9% | +74.0% | -47.1% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling