+8,438.8%
USB vs DE
+14,847.5%
-6,408.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.2% |
| 7D | +1.4% | +10.0% | -8.6% | -2.4% |
| 30D | -1.3% | +13.3% | -14.6% | -6.4% |
| 3M | +15.2% | +17.5% | -2.3% | +7.4% |
| 6M | +18.8% | +13.6% | +5.3% | +11.8% |
| YTD | +21.0% | +49.8% | -28.8% | +1.2% |
| 1Y | +34.0% | +47.9% | -13.8% | +12.3% |
| 3Y | +95.3% | +72.5% | +22.8% | +52.4% |
| 5Y | +40.4% | +90.2% | -49.9% | +2.6% |
| 10Y | +107.3% | +865.4% | -758.1% | -19.8% |
| All | +8,438.8% | +14,847.5% | -6,408.7% | +1,406.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling