+59.3%
USAR vs DRI
+36.3%
+23.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.9% | -5.1% | -5.9% |
| 7D | -9.3% | -4.8% | -4.5% | -9.2% |
| 30D | -15.2% | -5.2% | -10.0% | -15.0% |
| 3M | -21.1% | +2.7% | -23.8% | -21.2% |
| 6M | -21.6% | +3.6% | -25.2% | -21.9% |
| YTD | +34.8% | +15.4% | +19.4% | +34.1% |
| 1Y | +15.6% | +1.3% | +14.4% | +13.2% |
| 3Y | +57.7% | +53.1% | +4.6% | +56.1% |
| All | +59.3% | +36.3% | +23.0% | +58.4% |
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