-21.4%
USAR vs D
+51.7%
-73.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +0.2% | -9.8% | -9.6% |
| 7D | -9.1% | +2.4% | -11.5% | -8.9% |
| 30D | -36.9% | +10.9% | -47.9% | -36.6% |
| 3M | -58.4% | +2.8% | -61.2% | -58.3% |
| 6M | -70.6% | +12.7% | -83.3% | -70.6% |
| YTD | -33.4% | +20.3% | -53.8% | -34.2% |
| 1Y | -54.0% | +17.1% | -71.2% | -54.4% |
| 3Y | -22.7% | +75.1% | -97.8% | -23.6% |
| All | -21.4% | +51.7% | -73.0% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 10y: compounded portfolio wealth divided by compounded D 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…
10y analysis · Full analysis span regression · 6 months rolling