+54.5%
USAR vs DGX
+78.0%
-23.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.7% | -3.2% |
| 7D | -11.6% | -0.9% | -10.7% | -11.5% |
| 30D | -15.5% | -1.2% | -14.3% | -15.3% |
| 3M | -31.0% | +15.8% | -46.8% | -32.1% |
| 6M | -26.2% | +18.2% | -44.4% | -27.7% |
| YTD | +30.8% | +37.2% | -6.4% | +24.3% |
| 1Y | +7.1% | +30.4% | -23.3% | +2.9% |
| 3Y | +53.0% | +96.7% | -43.7% | +46.6% |
| All | +54.5% | +78.0% | -23.5% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling