+8,026.5%
USB vs DD
+1,069.5%
+6,957.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.8% | +1.8% | -0.4% |
| 7D | -1.5% | +3.1% | -4.6% | -3.0% |
| 30D | +4.3% | +8.7% | -4.4% | +0.3% |
| 3M | -6.1% | -1.2% | -4.9% | -6.0% |
| 6M | +9.4% | -1.1% | +10.5% | +8.9% |
| YTD | +15.2% | +21.7% | -6.5% | +3.9% |
| 1Y | +32.8% | +24.0% | +8.7% | +18.7% |
| 3Y | +91.3% | +75.6% | +15.7% | +43.7% |
| 5Y | +22.7% | +58.2% | -35.5% | -4.1% |
| 10Y | +97.0% | +88.0% | +9.1% | +36.5% |
| All | +8,026.5% | +1,069.5% | +6,957.0% | +2,762.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling