+74.9%
USAR vs D
+44.6%
+30.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +1.0% | -0.5% |
| 7D | -2.1% | +0.4% | -2.6% | -2.1% |
| 30D | +2.6% | -3.6% | +6.2% | +2.5% |
| 3M | -35.0% | -1.0% | -34.0% | -35.1% |
| 6M | -6.9% | +6.3% | -13.2% | -7.1% |
| YTD | +48.0% | +14.7% | +33.3% | +45.8% |
| 1Y | +24.8% | +16.9% | +7.9% | +23.2% |
| 3Y | +73.2% | +56.8% | +16.4% | +70.5% |
| All | +74.9% | +44.6% | +30.3% | +72.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling