+108.7%
USB vs DD
+68.8%
+39.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.6% | -0.4% |
| 7D | +1.4% | -3.5% | +5.0% | +3.4% |
| 30D | -1.3% | -10.3% | +9.0% | +4.5% |
| 3M | +15.2% | -7.5% | +22.8% | +19.6% |
| 6M | +18.8% | -8.0% | +26.8% | +22.6% |
| YTD | +21.0% | +10.5% | +10.5% | +12.0% |
| 1Y | +34.0% | +38.3% | -4.3% | +8.3% |
| 3Y | +95.3% | +42.5% | +52.8% | +50.4% |
| 5Y | +40.4% | +60.2% | -19.8% | -0.9% |
| All | +108.7% | +68.8% | +39.9% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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