+54.5%
USAR vs DVA
+75.3%
-20.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.0% |
| 7D | -11.6% | -1.3% | -10.3% | -11.6% |
| 30D | -15.5% | 0.0% | -15.5% | -15.5% |
| 3M | -31.0% | -10.9% | -20.1% | -31.3% |
| 6M | -26.2% | +17.3% | -43.5% | -27.1% |
| YTD | +30.8% | +59.8% | -29.0% | +26.4% |
| 1Y | +7.1% | +36.3% | -29.2% | +2.6% |
| 3Y | +53.0% | +88.6% | -35.6% | +44.2% |
| All | +54.5% | +75.3% | -20.8% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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