-49.8%
USAR vs DD
+49.3%
-99.2%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.8% | -4.1% | -3.7% |
| 7D | -21.8% | +8.7% | -30.4% | -30.1% |
| 30D | -39.9% | +15.3% | -55.3% | -50.2% |
| 3M | -52.5% | +5.9% | -58.5% | -56.2% |
| 6M | -67.9% | +11.6% | -79.5% | -71.9% |
| YTD | -31.1% | +26.5% | -57.6% | -52.2% |
| 1Y | -49.8% | +35.4% | -85.2% | -67.8% |
| All | -49.8% | +49.3% | -99.2% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling