-26.3%
USAR vs DOCS
-6.1%
-20.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -4.3% | -5.2% | -9.3% |
| 7D | -29.5% | -1.3% | -28.1% | -29.4% |
| 30D | -46.0% | +19.4% | -65.4% | -46.5% |
| 3M | -56.8% | +53.4% | -110.2% | -57.9% |
| 6M | -72.9% | +28.8% | -101.7% | -73.5% |
| YTD | -37.6% | -25.1% | -12.6% | -38.3% |
| 1Y | -56.0% | -48.1% | -7.9% | -56.1% |
| 3Y | -27.5% | +51.4% | -78.9% | -27.5% |
| All | -26.3% | -6.1% | -20.2% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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