-19.9%
USAR vs DBX
+22.9%
-42.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.4% | -2.3% |
| 7D | +8.8% | -6.3% | +15.1% | +8.3% |
| 30D | -28.5% | -5.9% | -22.6% | -28.7% |
| 3M | -56.2% | -0.4% | -55.8% | -56.2% |
| 6M | -68.4% | +29.8% | -98.2% | -68.2% |
| YTD | -32.2% | +20.5% | -52.7% | -31.7% |
| 1Y | -52.3% | +8.7% | -61.0% | -51.9% |
| 3Y | -21.2% | +25.9% | -47.1% | -21.6% |
| All | -19.9% | +22.9% | -42.8% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling