-21.4%
USAR vs DD
+84.3%
-105.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -40.9% |
| 3M | -58.4% | +11.3% | -69.7% | -59.9% |
| 6M | -70.6% | +6.0% | -76.6% | -71.2% |
| YTD | -33.4% | +31.7% | -65.1% | -36.1% |
| 1Y | -54.0% | +32.2% | -86.3% | -55.9% |
| 3Y | -22.7% | +92.7% | -115.3% | -20.6% |
| All | -21.4% | +84.3% | -105.6% | -19.4% |
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 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