+73.6%
USAR vs DT
+3.8%
+69.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | +2.3% | -4.9% | +7.2% | +2.4% |
| 30D | -8.6% | +2.7% | -11.3% | -8.7% |
| 3M | -20.5% | +20.0% | -40.5% | -21.0% |
| 6M | +1.2% | +28.0% | -26.8% | +0.5% |
| YTD | +48.4% | +16.0% | +32.4% | +46.2% |
| 1Y | +30.6% | +0.7% | +29.9% | +26.5% |
| 3Y | +73.6% | +6.2% | +67.5% | +69.3% |
| All | +73.6% | +3.8% | +69.8% | +69.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling