+108.7%
USB vs DE
+866.8%
-758.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +10.0% | -8.6% | -3.3% |
| 30D | -1.3% | +13.3% | -14.6% | -7.6% |
| 3M | +15.2% | +17.5% | -2.3% | +5.6% |
| 6M | +18.8% | +13.6% | +5.3% | +10.0% |
| YTD | +21.0% | +49.8% | -28.8% | -3.9% |
| 1Y | +34.0% | +47.9% | -13.8% | +6.7% |
| 3Y | +95.3% | +72.5% | +22.8% | +40.6% |
| 5Y | +40.4% | +90.2% | -49.9% | -8.1% |
| All | +108.7% | +866.8% | -758.0% | -37.1% |
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