-18.6%
USAR vs DECK
-1.5%
-17.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +6.0% | -11.8% | -6.0% |
| 7D | -21.8% | +10.4% | -32.1% | -22.0% |
| 30D | -39.9% | +11.1% | -51.0% | -40.1% |
| 3M | -52.5% | -10.8% | -41.8% | -52.5% |
| 6M | -67.9% | -8.7% | -59.2% | -67.9% |
| YTD | -31.1% | -14.0% | -17.0% | -31.1% |
| 1Y | -49.8% | +12.0% | -61.9% | -49.1% |
| 3Y | -19.9% | -10.5% | -9.5% | -21.2% |
| All | -18.6% | -1.5% | -17.1% | -20.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling