+73.2%
USAR vs D
+63.9%
+9.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.5% |
| 7D | -2.1% | +1.5% | -3.6% | -2.1% |
| 30D | +2.6% | -2.6% | +5.2% | +2.5% |
| 3M | -35.0% | 0.0% | -35.0% | -35.1% |
| 6M | -6.9% | +7.4% | -14.2% | -7.1% |
| YTD | +48.0% | +15.9% | +32.1% | +45.8% |
| 1Y | +24.8% | +18.1% | +6.7% | +23.2% |
| All | +73.2% | +63.9% | +9.3% | +70.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling