-18.3%
USAR vs DAR
-21.6%
+3.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | -1.0% | +11.9% | +11.0% |
| 7D | -14.5% | -9.9% | -4.6% | -13.2% |
| 30D | -37.8% | -16.4% | -21.5% | -36.4% |
| 3M | -52.8% | -17.1% | -35.7% | -51.8% |
| 6M | -71.2% | -20.5% | -50.8% | -70.5% |
| YTD | -30.9% | +39.4% | -70.3% | -34.7% |
| 1Y | -48.0% | +57.2% | -105.2% | -51.4% |
| 3Y | -19.7% | +13.9% | -33.6% | -25.6% |
| All | -18.3% | -21.6% | +3.3% | -24.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling