+59.3%
USAR vs DGX
+75.1%
-15.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -5.8% |
| 7D | -9.3% | -3.5% | -5.9% | -9.0% |
| 30D | -15.2% | -2.7% | -12.5% | -14.9% |
| 3M | -21.1% | +13.9% | -35.0% | -22.2% |
| 6M | -21.6% | +16.0% | -37.6% | -23.0% |
| YTD | +34.8% | +34.9% | -0.1% | +28.4% |
| 1Y | +15.6% | +30.6% | -14.9% | +11.0% |
| 3Y | +57.7% | +93.0% | -35.3% | +51.4% |
| All | +59.3% | +75.1% | -15.8% | +52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling