+84.9%
USB vs DGX
+288.5%
-203.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | +1.4% | +4.6% | -3.2% | -0.3% |
| 30D | +6.4% | +11.9% | -5.5% | +2.0% |
| 3M | -4.5% | +9.2% | -13.6% | -7.7% |
| 6M | +11.4% | +39.0% | -27.6% | -2.3% |
| YTD | +17.1% | +51.4% | -34.3% | -1.4% |
| 1Y | +32.6% | +42.6% | -10.0% | +14.3% |
| 3Y | +101.8% | +105.9% | -4.1% | +46.3% |
| 5Y | +25.1% | +96.6% | -71.5% | -9.2% |
| 10Y | +84.9% | +286.0% | -201.1% | -7.1% |
| All | +84.9% | +288.5% | -203.6% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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