+108.7%
USB vs DG
+109.0%
-0.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.7% | -0.5% |
| 7D | +1.4% | +8.4% | -7.0% | +0.2% |
| 30D | -1.3% | +4.9% | -6.2% | -2.1% |
| 3M | +15.2% | +29.3% | -14.1% | +10.8% |
| 6M | +18.8% | -11.3% | +30.1% | +20.4% |
| YTD | +21.0% | +1.8% | +19.3% | +19.9% |
| 1Y | +34.0% | +25.3% | +8.7% | +28.2% |
| 3Y | +95.3% | +9.1% | +86.2% | +86.6% |
| 5Y | +40.4% | -34.9% | +75.2% | +47.9% |
| All | +108.7% | +109.0% | -0.3% | +65.8% |
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