+54.5%
USAR vs DG
-18.4%
+72.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.2% |
| 7D | -11.6% | -6.5% | -5.2% | -10.5% |
| 30D | -15.5% | +4.2% | -19.6% | -16.2% |
| 3M | -31.0% | +9.5% | -40.5% | -32.8% |
| 6M | -26.2% | -13.1% | -13.1% | -24.5% |
| YTD | +30.8% | -4.8% | +35.6% | +31.9% |
| 1Y | +7.1% | +20.6% | -13.5% | +4.9% |
| 3Y | +53.0% | +4.9% | +48.1% | +47.7% |
| All | +54.5% | -18.4% | +72.9% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling