-19.9%
USAR vs DRI
+50.9%
-70.8%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.3% |
| 7D | +8.8% | -0.3% | +9.1% | +8.8% |
| 30D | -28.5% | +10.8% | -39.3% | -28.8% |
| 3M | -56.2% | +0.9% | -57.1% | -56.2% |
| 6M | -68.4% | +16.3% | -84.7% | -68.6% |
| YTD | -32.2% | +27.8% | -60.0% | -32.8% |
| 1Y | -52.3% | +33.9% | -86.2% | -52.6% |
| 3Y | -21.2% | +67.2% | -88.4% | -22.3% |
| All | -19.9% | +50.9% | -70.8% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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