-52.3%
USAR vs DT
-4.5%
-47.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -2.7% |
| 7D | +8.8% | +2.7% | +6.0% | +8.1% |
| 30D | -28.5% | -30.4% | +1.9% | -23.0% |
| 3M | -56.2% | -9.4% | -46.8% | -55.1% |
| 6M | -68.4% | +14.5% | -82.9% | -69.1% |
| YTD | -32.2% | +3.6% | -35.8% | -28.8% |
| 1Y | -52.3% | -3.4% | -48.9% | -44.1% |
| All | -52.3% | -4.5% | -47.8% | -44.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling