+75.6%
DLR vs USAR
+68.6%
+7.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.4% | +3.2% | -0.2% |
| 7D | +2.9% | -4.4% | +7.3% | +3.0% |
| 30D | -1.2% | -10.4% | +9.2% | -1.0% |
| 3M | +2.9% | -18.4% | +21.3% | +3.2% |
| 6M | +6.7% | -8.8% | +15.5% | +6.5% |
| YTD | +23.9% | +43.4% | -19.5% | +22.7% |
| 1Y | +18.6% | +21.0% | -2.4% | +17.8% |
| 3Y | +59.7% | +67.7% | -8.1% | +68.2% |
| All | +75.6% | +68.6% | +7.0% | +87.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling