+74.9%
USAR vs DG
-12.8%
+87.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -1.9% | -0.7% |
| 7D | -2.1% | +8.4% | -10.5% | -3.7% |
| 30D | +2.6% | +4.9% | -2.3% | +1.6% |
| 3M | -35.0% | +29.3% | -64.4% | -38.9% |
| 6M | -6.9% | -11.3% | +4.4% | -5.1% |
| YTD | +48.0% | +1.8% | +46.2% | +47.4% |
| 1Y | +24.8% | +25.3% | -0.5% | +20.7% |
| 3Y | +73.2% | +9.1% | +64.2% | +65.1% |
| All | +74.9% | -12.8% | +87.6% | +66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling