+76.0%
DLR vs USAR
+74.5%
+1.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +3.4% | +2.3% | +1.1% | +3.4% |
| 30D | -2.2% | -8.6% | +6.4% | -2.1% |
| 3M | +4.7% | -20.5% | +25.2% | +5.0% |
| 6M | +9.0% | +1.2% | +7.8% | +8.7% |
| YTD | +24.1% | +48.4% | -24.3% | +22.9% |
| 1Y | +20.9% | +30.6% | -9.7% | +20.0% |
| 3Y | +60.0% | +73.6% | -13.6% | +68.4% |
| All | +76.0% | +74.5% | +1.5% | +88.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling