+41.3%
DIS vs USAR
-26.7%
+68.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -9.5% | +8.1% | -1.4% |
| 7D | +5.7% | -29.5% | +35.2% | +5.8% |
| 30D | +12.7% | -46.0% | +58.7% | +13.0% |
| 3M | +15.2% | -56.8% | +72.0% | +15.6% |
| 6M | +17.6% | -72.9% | +90.5% | +18.2% |
| YTD | +3.8% | -37.6% | +41.5% | +4.6% |
| 1Y | +6.8% | -56.0% | +62.8% | +7.4% |
| 3Y | +42.1% | -27.5% | +69.7% | +50.9% |
| All | +41.3% | -26.7% | +68.0% | +44.8% |
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