-18.6%
USAR vs DOC
+17.4%
-35.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +3.1% | -9.0% | -6.3% |
| 7D | -21.8% | +8.7% | -30.5% | -22.7% |
| 30D | -39.9% | +7.6% | -47.6% | -40.6% |
| 3M | -52.5% | -5.3% | -47.3% | -52.1% |
| 6M | -67.9% | +27.6% | -95.5% | -69.8% |
| YTD | -31.1% | +32.4% | -63.5% | -35.4% |
| 1Y | -49.8% | +22.9% | -72.7% | -52.3% |
| 3Y | -19.9% | +43.1% | -63.0% | -22.4% |
| All | -18.6% | +17.4% | -35.9% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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