+25.3%
USB vs DG
-32.0%
+57.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +8.5% | -6.6% | +1.1% |
| 7D | +2.4% | +12.3% | -9.9% | +1.3% |
| 30D | +6.6% | +19.3% | -12.7% | +4.8% |
| 3M | -4.1% | +11.9% | -15.9% | -5.2% |
| 6M | +12.5% | +25.0% | -12.5% | +9.9% |
| YTD | +17.6% | +8.7% | +8.9% | +16.1% |
| 1Y | +36.5% | +44.7% | -8.2% | +31.0% |
| 3Y | +95.4% | +26.6% | +68.8% | +87.2% |
| All | +25.3% | -32.0% | +57.3% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling