+33.0%
USB vs DD
+31.6%
+1.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.9% | -3.4% | +1.1% |
| 7D | +0.8% | +9.8% | -9.0% | -1.6% |
| 30D | +6.8% | +19.3% | -12.6% | +1.9% |
| 3M | -3.8% | +9.4% | -13.2% | -6.1% |
| 6M | +11.7% | +4.8% | +6.9% | +10.0% |
| YTD | +17.5% | +30.2% | -12.8% | +4.2% |
| All | +33.0% | +31.6% | +1.5% | +17.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling