+8,026.5%
USB vs DE
+14,230.3%
-6,203.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.1% | -1.3% |
| 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% | -9.6% |
| 6M | +9.4% | +15.8% | -6.4% | +2.1% |
| YTD | +15.2% | +43.6% | -28.4% | -2.3% |
| 1Y | +32.8% | +41.6% | -8.9% | +13.0% |
| 3Y | +91.3% | +80.7% | +10.6% | +46.1% |
| 5Y | +22.7% | +99.3% | -76.7% | -11.9% |
| 10Y | +97.0% | +777.0% | -679.9% | -21.1% |
| All | +8,026.5% | +14,230.3% | -6,203.8% | +1,354.1% |
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 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