-22.7%
USAR vs DD
+94.8%
-117.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.1% | -10.7% | -10.0% |
| 7D | -9.1% | +2.2% | -11.3% | -9.7% |
| 30D | -36.9% | +20.7% | -57.6% | -41.1% |
| 3M | -58.4% | +11.3% | -69.7% | -60.0% |
| 6M | -70.6% | +6.0% | -76.6% | -71.3% |
| YTD | -33.4% | +31.7% | -65.1% | -36.3% |
| 1Y | -54.0% | +32.2% | -86.3% | -56.0% |
| 3Y | -22.7% | +92.7% | -115.3% | -20.0% |
| All | -22.7% | +94.8% | -117.4% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling