+45.2%
DOCN vs USAR
-26.7%
+71.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -9.5% | -6.3% | -14.8% |
| 7D | -29.3% | -29.5% | +0.2% | -26.3% |
| 30D | -46.0% | -46.0% | 0.0% | -42.2% |
| 3M | -43.2% | -56.8% | +13.6% | -37.9% |
| 6M | -53.7% | -72.9% | +19.2% | -47.7% |
| YTD | +46.9% | -37.6% | +84.6% | +60.2% |
| 1Y | +54.3% | -56.0% | +110.3% | +69.3% |
| 3Y | +185.5% | -27.5% | +213.1% | +251.7% |
| All | +45.2% | -26.7% | +71.9% | +118.4% |
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