+54.5%
USAR vs DLTR
-19.8%
+74.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -3.0% |
| 7D | -11.6% | -10.1% | -1.6% | -11.1% |
| 30D | -15.5% | -8.1% | -7.4% | -15.1% |
| 3M | -31.0% | +2.9% | -33.9% | -31.3% |
| 6M | -26.2% | +4.3% | -30.6% | -27.1% |
| YTD | +30.8% | -3.9% | +34.7% | +29.0% |
| 1Y | +7.1% | +18.9% | -11.8% | +5.3% |
| 3Y | +53.0% | +1.9% | +51.1% | +49.5% |
| All | +54.5% | -19.8% | +74.4% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling