+8,438.8%
USB vs D
+2,347.4%
+6,091.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -1.3% | -3.6% | +2.3% | +0.3% |
| 3M | +15.2% | -1.0% | +16.2% | +15.6% |
| 6M | +18.8% | +6.3% | +12.6% | +15.0% |
| YTD | +21.0% | +14.7% | +6.3% | +13.0% |
| 1Y | +34.0% | +16.9% | +17.1% | +23.6% |
| 3Y | +95.3% | +56.8% | +38.5% | +54.6% |
| 5Y | +40.4% | +5.2% | +35.2% | +31.4% |
| 10Y | +107.3% | +35.9% | +71.5% | +68.2% |
| All | +8,438.8% | +2,347.4% | +6,091.4% | +2,401.8% |
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