+7.1%
USAR vs DLTR
+19.1%
-12.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -11.6% | -10.1% | -1.6% | -9.5% |
| 30D | -15.5% | -8.1% | -7.4% | -14.0% |
| 3M | -31.0% | +2.9% | -33.9% | -32.3% |
| 6M | -26.2% | +4.3% | -30.6% | -28.4% |
| YTD | +30.8% | -3.9% | +34.7% | +24.3% |
| 1Y | +7.1% | +18.9% | -11.8% | -13.9% |
| All | +7.1% | +19.1% | -12.0% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling