+59.3%
USAR vs DT
-5.6%
+64.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.6% | -7.6% | -6.0% |
| 7D | -9.3% | -2.5% | -6.8% | -9.3% |
| 30D | -15.2% | +3.5% | -18.7% | -15.3% |
| 3M | -21.1% | +26.7% | -47.8% | -21.7% |
| 6M | -21.6% | +36.1% | -57.7% | -22.1% |
| YTD | +34.8% | +18.6% | +16.1% | +32.8% |
| 1Y | +15.6% | +7.9% | +7.8% | +13.2% |
| 3Y | +57.7% | +8.6% | +49.1% | +53.9% |
| All | +59.3% | -5.6% | +64.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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