+62.9%
DLR vs USAR
-18.7%
+81.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.8% | -11.1% | -0.5% |
| 7D | -3.6% | -14.5% | +10.9% | -3.3% |
| 30D | -3.5% | -37.8% | +34.4% | -2.5% |
| 3M | -8.9% | -52.8% | +43.8% | -7.5% |
| 6M | -11.6% | -71.2% | +59.7% | -9.6% |
| YTD | +14.9% | -30.9% | +45.8% | +15.5% |
| 1Y | +6.4% | -48.0% | +54.4% | +7.3% |
| 3Y | +47.3% | -19.7% | +67.0% | +55.9% |
| All | +62.9% | -18.7% | +81.6% | +76.9% |
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 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