-19.0%
USAR vs DG
-11.7%
-7.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.5% | +1.2% |
| 7D | -0.8% | +0.3% | -1.1% | -0.8% |
| 30D | -20.9% | +3.2% | -24.2% | -21.6% |
| 3M | -56.2% | +10.4% | -66.6% | -57.2% |
| 6M | -67.9% | +33.2% | -101.1% | -70.2% |
| YTD | -31.4% | +3.0% | -34.4% | -32.1% |
| 1Y | -45.1% | +31.2% | -76.3% | -47.1% |
| 3Y | -20.3% | +21.8% | -42.1% | -24.5% |
| All | -19.0% | -11.7% | -7.2% | -23.2% |
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