+69.4%
USAR vs DD
+50.3%
+19.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.5% |
| 7D | -4.4% | -3.8% | -0.7% | -3.2% |
| 30D | -10.4% | -9.2% | -1.2% | -7.4% |
| 3M | -18.4% | -9.0% | -9.4% | -15.7% |
| 6M | -8.8% | -5.0% | -3.9% | -6.1% |
| YTD | +43.4% | +7.4% | +36.0% | +47.4% |
| 1Y | +21.0% | +35.1% | -14.1% | +25.2% |
| 3Y | +67.7% | +43.2% | +24.5% | +84.3% |
| All | +69.4% | +50.3% | +19.1% | +86.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling