+68.4%
DLR vs USAR
-13.4%
+81.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +6.5% | -3.1% | +3.2% |
| 7D | +2.4% | -1.1% | +3.4% | +2.4% |
| 30D | +0.7% | -30.3% | +31.0% | +1.5% |
| 3M | -6.4% | -54.7% | +48.2% | -5.0% |
| 6M | -6.5% | -67.5% | +61.0% | -4.7% |
| YTD | +18.8% | -26.4% | +45.2% | +19.2% |
| 1Y | +9.0% | -49.5% | +58.6% | +9.8% |
| 3Y | +54.5% | -14.5% | +68.9% | +63.3% |
| All | +68.4% | -13.4% | +81.8% | +82.6% |
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