-19.9%
USAR vs DD
+81.7%
-101.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | +8.8% | +6.7% | +2.0% | +6.3% |
| 30D | -28.5% | +19.4% | -47.9% | -32.7% |
| 3M | -56.2% | +7.6% | -63.8% | -57.3% |
| 6M | -68.4% | +2.9% | -71.3% | -68.8% |
| YTD | -32.2% | +29.9% | -62.1% | -34.6% |
| 1Y | -52.3% | +28.6% | -80.9% | -54.1% |
| 3Y | -21.2% | +90.0% | -111.2% | -18.7% |
| All | -19.9% | +81.7% | -101.6% | -17.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling