+72.6%
DOCN vs USAR
-19.0%
+91.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.9% | -1.3% | -6.5% |
| 7D | -20.0% | -21.8% | +1.7% | -17.8% |
| 30D | -38.8% | -39.9% | +1.2% | -35.3% |
| 3M | -34.8% | -52.5% | +17.7% | -29.6% |
| 6M | -22.8% | -67.9% | +45.2% | -14.2% |
| YTD | +74.6% | -31.1% | +105.7% | +87.9% |
| 1Y | +116.4% | -49.8% | +166.3% | +134.2% |
| 3Y | +239.3% | -19.9% | +259.3% | +312.6% |
| All | +72.6% | -19.0% | +91.6% | +156.2% |
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