+22.7%
USB vs DE
+100.7%
-78.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.1% | -1.4% |
| 7D | -1.5% | +0.5% | -2.0% | -1.7% |
| 30D | +4.3% | -2.9% | +7.1% | +5.3% |
| 3M | -6.1% | +8.6% | -14.7% | -9.5% |
| 6M | +9.4% | +15.8% | -6.4% | +2.4% |
| YTD | +15.2% | +43.6% | -28.4% | -2.8% |
| 1Y | +32.8% | +41.6% | -8.9% | +12.5% |
| 3Y | +91.3% | +80.7% | +10.6% | +43.8% |
| 5Y | +22.7% | +99.3% | -76.7% | -13.8% |
| All | +22.7% | +100.7% | -78.0% | -13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling