+75.4%
USAR vs DLTR
-15.9%
+91.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.9% | +0.6% |
| 7D | +2.3% | -5.8% | +8.1% | +2.7% |
| 30D | -8.6% | -5.2% | -3.4% | -8.4% |
| 3M | -20.5% | +15.2% | -35.7% | -21.5% |
| 6M | +1.2% | +7.1% | -5.9% | -0.3% |
| YTD | +48.4% | +0.8% | +47.6% | +46.0% |
| 1Y | +30.6% | +24.8% | +5.8% | +28.0% |
| 3Y | +73.6% | +6.9% | +66.7% | +69.1% |
| All | +75.4% | -15.9% | +91.2% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling