+92.7%
USB vs DG
+129.0%
-36.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.7% |
| 7D | -1.5% | +6.1% | -7.5% | -2.4% |
| 30D | +4.3% | +11.9% | -7.7% | +2.5% |
| 3M | -6.1% | +9.3% | -15.3% | -7.5% |
| 6M | +9.4% | +19.1% | -9.7% | +6.1% |
| YTD | +15.2% | +5.9% | +9.2% | +13.3% |
| 1Y | +32.8% | +39.8% | -7.0% | +24.8% |
| 3Y | +91.3% | +23.4% | +67.9% | +78.3% |
| 5Y | +22.7% | -33.3% | +55.9% | +29.0% |
| All | +92.7% | +129.0% | -36.3% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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