+73.6%
USAR vs DG
+10.3%
+63.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.1% |
| 7D | +2.3% | -2.5% | +4.8% | +2.8% |
| 30D | -8.6% | +1.0% | -9.7% | -8.9% |
| 3M | -20.5% | +20.3% | -40.8% | -24.3% |
| 6M | +1.2% | -11.7% | +12.9% | +3.3% |
| YTD | +48.4% | -2.3% | +50.7% | +49.0% |
| 1Y | +30.6% | +20.0% | +10.6% | +27.2% |
| 3Y | +73.6% | +7.2% | +66.4% | +65.8% |
| All | +73.6% | +10.3% | +63.3% | +65.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling