-21.4%
USAR vs DOCS
-8.3%
-13.1%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -1.4% | -8.2% | -9.5% |
| 7D | -9.1% | -0.6% | -8.5% | -9.0% |
| 30D | -36.9% | +6.3% | -43.2% | -37.1% |
| 3M | -58.4% | +26.5% | -84.9% | -58.9% |
| 6M | -70.6% | +24.8% | -95.4% | -71.2% |
| YTD | -33.4% | -26.8% | -6.7% | -34.0% |
| 1Y | -54.0% | -38.3% | -15.7% | -54.2% |
| 3Y | -22.7% | +36.0% | -58.7% | -22.5% |
| All | -21.4% | -8.3% | -13.1% | -21.3% |
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