-100.0%
DFNS vs USB
+112.4%
-212.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -0.5% | -11.7% | -12.5% |
| 7D | -44.0% | 0.0% | -44.0% | -44.0% |
| 30D | -69.1% | +5.8% | -75.0% | -68.0% |
| 3M | -95.6% | -6.0% | -89.7% | -95.8% |
| 6M | -96.2% | +7.8% | -103.9% | -96.0% |
| YTD | -99.6% | +14.6% | -114.2% | -99.6% |
| 1Y | -99.7% | +31.8% | -131.5% | -99.7% |
| 3Y | -100.0% | +91.5% | -191.5% | -100.0% |
| 5Y | -100.0% | +22.0% | -122.0% | -100.0% |
| All | -100.0% | +112.4% | -212.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 USB 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