+108.7%
USB vs DAR
+352.7%
-244.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | +1.4% | +1.4% | +0.1% | +0.9% |
| 30D | -1.3% | +12.8% | -14.1% | -5.7% |
| 3M | +15.2% | +7.4% | +7.9% | +11.5% |
| 6M | +18.8% | +22.3% | -3.4% | +9.1% |
| YTD | +21.0% | +81.1% | -60.1% | -3.8% |
| 1Y | +34.0% | +106.5% | -72.5% | +0.4% |
| 3Y | +95.3% | +5.3% | +90.0% | +80.5% |
| 5Y | +40.4% | -11.5% | +51.9% | +31.5% |
| All | +108.7% | +352.7% | -244.0% | -3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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