-18.3%
USAR vs D
+52.2%
-70.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.5% | +12.3% | +10.7% |
| 7D | -14.5% | +3.0% | -17.5% | -14.3% |
| 30D | -37.8% | +11.5% | -49.3% | -37.5% |
| 3M | -52.8% | +3.7% | -56.5% | -52.6% |
| 6M | -71.2% | +13.5% | -84.8% | -71.2% |
| YTD | -30.9% | +20.7% | -51.6% | -31.6% |
| 1Y | -48.0% | +18.2% | -66.2% | -48.4% |
| 3Y | -19.7% | +73.3% | -93.0% | -20.7% |
| All | -18.3% | +52.2% | -70.5% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling