+3,533.3%
USB vs DAR
+1,762.6%
+1,770.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.2% |
| 7D | +1.4% | +1.4% | +0.1% | +1.3% |
| 30D | -1.3% | +12.8% | -14.1% | -2.4% |
| 3M | +15.2% | +7.4% | +7.9% | +14.3% |
| 6M | +18.8% | +22.3% | -3.4% | +16.5% |
| YTD | +21.0% | +81.1% | -60.1% | +14.6% |
| 1Y | +34.0% | +106.5% | -72.5% | +25.3% |
| 3Y | +95.3% | +5.3% | +90.0% | +91.6% |
| 5Y | +40.4% | -11.5% | +51.9% | +38.7% |
| 10Y | +107.3% | +353.3% | -246.0% | +82.2% |
| All | +3,533.3% | +1,762.6% | +1,770.8% | +3,019.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling