+8,200.6%
USB vs D
+2,492.7%
+5,707.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.4% | -2.5% | -0.1% |
| 7D | +2.4% | +8.5% | -6.1% | -1.3% |
| 30D | +6.6% | +14.3% | -7.7% | +0.3% |
| 3M | -4.1% | +1.8% | -5.9% | -5.0% |
| 6M | +12.5% | +13.0% | -0.6% | +6.0% |
| YTD | +17.6% | +22.7% | -5.1% | +6.5% |
| 1Y | +36.5% | +22.6% | +13.9% | +23.3% |
| 3Y | +95.4% | +84.2% | +11.2% | +43.8% |
| 5Y | +26.1% | +15.8% | +10.3% | +13.1% |
| 10Y | +101.3% | +45.8% | +55.5% | +58.3% |
| All | +8,200.6% | +2,492.7% | +5,707.9% | +2,268.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling