+67.7%
USAR vs DBX
+23.5%
+44.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.3% | -5.7% | -3.3% |
| 7D | -4.4% | +0.3% | -4.7% | -4.4% |
| 30D | -10.4% | 0.0% | -10.4% | -10.4% |
| 3M | -18.4% | +26.1% | -44.5% | -17.7% |
| 6M | -8.8% | +29.4% | -38.2% | -8.2% |
| YTD | +43.4% | +24.4% | +18.9% | +44.7% |
| 1Y | +21.0% | +10.9% | +10.1% | +22.2% |
| All | +67.7% | +23.5% | +44.2% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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