+74.9%
USAR vs DT
-4.7%
+79.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | -0.4% |
| 7D | -2.1% | -3.3% | +1.2% | -2.0% |
| 30D | +2.6% | +2.0% | +0.6% | +2.6% |
| 3M | -35.0% | +20.0% | -55.0% | -35.4% |
| 6M | -6.9% | +39.3% | -46.2% | -7.6% |
| YTD | +48.0% | +19.8% | +28.2% | +45.8% |
| 1Y | +24.8% | +4.3% | +20.5% | +21.2% |
| 3Y | +73.2% | +7.7% | +65.5% | +69.1% |
| All | +74.9% | -4.7% | +79.6% | +70.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling