+9.4%
USB vs DE
+14.5%
-5.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.1% | -1.8% |
| 7D | -1.5% | +0.5% | -2.0% | -1.5% |
| 30D | +4.3% | -2.9% | +7.1% | +4.8% |
| 3M | -6.1% | +8.6% | -14.7% | -7.0% |
| 6M | +9.4% | +15.8% | -6.4% | +6.8% |
| All | +9.4% | +14.5% | -5.1% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling