+69.4%
USAR vs DAR
+5.5%
+63.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | -10.4% | +7.4% | -17.8% | -11.5% |
| 3M | -18.4% | +15.7% | -34.1% | -20.5% |
| 6M | -8.8% | +30.0% | -38.8% | -12.7% |
| YTD | +43.4% | +87.5% | -44.2% | +30.2% |
| 1Y | +21.0% | +113.4% | -92.4% | +8.6% |
| 3Y | +67.7% | +15.3% | +52.4% | +49.4% |
| All | +69.4% | +5.5% | +63.9% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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