+109.7%
USB vs DGX
+246.8%
-137.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.1% |
| 7D | +1.4% | -2.3% | +3.8% | +2.3% |
| 30D | -1.3% | +0.6% | -1.9% | -1.6% |
| 3M | +15.2% | +21.4% | -6.2% | +6.7% |
| 6M | +18.8% | +14.7% | +4.1% | +12.2% |
| YTD | +21.0% | +38.4% | -17.4% | +5.7% |
| 1Y | +34.0% | +34.0% | 0.0% | +18.2% |
| 3Y | +95.3% | +92.7% | +2.6% | +45.6% |
| 5Y | +40.4% | +67.7% | -27.3% | +9.1% |
| All | +109.7% | +246.8% | -137.1% | +14.9% |
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