+73.0%
USAR vs DECK
-3.0%
+76.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.0% | -0.5% |
| 7D | -2.1% | -2.2% | +0.1% | -2.1% |
| 30D | +2.6% | -13.6% | +16.2% | +2.8% |
| 3M | -35.0% | -21.2% | -13.8% | -34.8% |
| 6M | -6.9% | -21.1% | +14.2% | -7.1% |
| YTD | +48.0% | -17.2% | +65.2% | +48.2% |
| 1Y | +24.8% | -30.7% | +55.6% | +22.6% |
| All | +73.0% | -3.0% | +76.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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