+92.7%
USB vs D
+44.7%
+48.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -1.5% | +6.9% | -8.4% | -4.4% |
| 30D | +4.3% | +12.3% | -8.0% | -0.9% |
| 3M | -6.1% | +3.0% | -9.1% | -7.4% |
| 6M | +9.4% | +12.8% | -3.4% | +3.3% |
| YTD | +15.2% | +22.6% | -7.4% | +4.5% |
| 1Y | +32.8% | +21.7% | +11.1% | +20.5% |
| 3Y | +91.3% | +83.9% | +7.4% | +39.9% |
| 5Y | +22.7% | +14.0% | +8.7% | +11.2% |
| All | +92.7% | +44.7% | +48.0% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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