+74.9%
USAR vs DRI
+42.4%
+32.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +2.6% | +3.8% | -1.2% | +2.5% |
| 3M | -35.0% | +13.0% | -48.0% | -35.4% |
| 6M | -6.9% | +8.3% | -15.2% | -7.5% |
| YTD | +48.0% | +20.6% | +27.4% | +47.0% |
| 1Y | +24.8% | +6.5% | +18.3% | +22.1% |
| 3Y | +73.2% | +53.7% | +19.5% | +71.4% |
| All | +74.9% | +42.4% | +32.4% | +73.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling