+131.0%
DOCN vs USAR
+74.0%
+57.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.5% | +3.3% | +2.8% |
| 7D | +1.1% | -2.1% | +3.2% | +1.3% |
| 30D | -9.6% | +2.6% | -12.3% | -10.0% |
| 3M | -37.7% | -35.0% | -2.7% | -35.8% |
| 6M | +115.2% | -6.9% | +122.1% | +116.6% |
| YTD | +133.7% | +48.0% | +85.7% | +132.3% |
| 1Y | +250.2% | +24.8% | +225.4% | +250.5% |
| 3Y | +320.3% | +73.2% | +247.0% | +402.1% |
| All | +131.0% | +74.0% | +57.0% | +216.7% |
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