-49.8%
USAR vs DGX
+45.0%
-94.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.5% | -9.3% | -5.7% |
| 7D | -21.8% | +4.1% | -25.9% | -21.5% |
| 30D | -39.9% | +10.5% | -50.4% | -39.6% |
| 3M | -52.5% | +9.8% | -62.3% | -52.2% |
| 6M | -67.9% | +34.6% | -102.5% | -68.0% |
| YTD | -31.1% | +49.8% | -80.9% | -34.0% |
| 1Y | -49.8% | +46.0% | -95.9% | -51.3% |
| All | -49.8% | +45.0% | -94.8% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling