+74.9%
DLR vs USAR
+74.0%
+0.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +1.6% | -2.1% | +3.7% | +1.6% |
| 30D | -3.4% | +2.6% | -6.0% | -3.4% |
| 3M | +0.5% | -35.0% | +35.5% | +1.2% |
| 6M | +4.6% | -6.9% | +11.4% | +4.3% |
| YTD | +23.4% | +48.0% | -24.6% | +22.2% |
| 1Y | +19.0% | +24.8% | -5.8% | +18.1% |
| 3Y | +56.5% | +73.2% | -16.7% | +64.9% |
| All | +74.9% | +74.0% | +0.9% | +87.1% |
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