+59.3%
USAR vs DTE
+31.8%
+27.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.3% | -4.7% | -5.9% |
| 7D | -9.3% | -2.0% | -7.3% | -9.2% |
| 30D | -15.2% | -2.4% | -12.8% | -15.1% |
| 3M | -21.1% | -7.3% | -13.8% | -21.0% |
| 6M | -21.6% | -7.6% | -13.9% | -21.3% |
| YTD | +34.8% | +5.8% | +29.0% | +30.3% |
| 1Y | +15.6% | +2.3% | +13.3% | +13.1% |
| 3Y | +57.7% | +45.0% | +12.7% | +51.9% |
| All | +59.3% | +31.8% | +27.5% | +53.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling