+84.9%
USB vs DE
+783.8%
-698.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.4% | +3.3% | -1.8% | -0.1% |
| 30D | +6.4% | +10.7% | -4.3% | +1.2% |
| 3M | -4.5% | +13.1% | -17.6% | -10.7% |
| 6M | +11.4% | +20.2% | -8.8% | +0.3% |
| YTD | +17.1% | +48.9% | -31.8% | -7.0% |
| 1Y | +32.6% | +46.6% | -14.0% | +5.9% |
| 3Y | +101.8% | +91.4% | +10.4% | +37.1% |
| 5Y | +25.1% | +108.1% | -83.0% | -22.1% |
| 10Y | +84.9% | +782.7% | -697.8% | -40.6% |
| All | +84.9% | +783.8% | -698.9% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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