+92.5%
USB vs DD
+76.0%
+16.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.7% |
| 7D | -1.5% | +3.1% | -4.6% | -2.8% |
| 30D | +4.3% | +8.7% | -4.4% | +0.7% |
| 3M | -6.1% | -1.2% | -4.9% | -6.0% |
| 6M | +9.4% | -1.1% | +10.5% | +9.0% |
| YTD | +15.2% | +21.7% | -6.5% | +4.2% |
| 1Y | +32.8% | +24.0% | +8.7% | +19.0% |
| All | +92.5% | +76.0% | +16.5% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling