+54.5%
USAR vs DTE
+30.1%
+24.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -11.6% | -2.6% | -9.1% | -11.5% |
| 30D | -15.5% | -4.4% | -11.1% | -15.3% |
| 3M | -31.0% | -8.3% | -22.7% | -30.9% |
| 6M | -26.2% | -8.1% | -18.1% | -26.1% |
| YTD | +30.8% | +4.4% | +26.3% | +26.5% |
| 1Y | +7.1% | +0.2% | +6.9% | +4.9% |
| 3Y | +53.0% | +42.6% | +10.4% | +47.4% |
| All | +54.5% | +30.1% | +24.4% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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