+69.4%
USAR vs DG
-18.4%
+87.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.6% | -0.8% | -2.9% |
| 7D | -4.4% | -4.8% | +0.4% | -3.5% |
| 30D | -10.4% | +1.8% | -12.2% | -10.7% |
| 3M | -18.4% | +14.5% | -32.8% | -21.2% |
| 6M | -8.8% | -13.6% | +4.7% | -6.6% |
| YTD | +43.4% | -4.8% | +48.2% | +44.6% |
| 1Y | +21.0% | +21.6% | -0.6% | +18.5% |
| 3Y | +67.7% | +4.5% | +63.3% | +61.9% |
| All | +69.4% | -18.4% | +87.8% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling