+102.9%
USB vs DGX
+106.0%
-3.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.5% | +1.2% | -1.7% | -0.8% |
| 30D | +5.7% | +11.2% | -5.5% | +3.7% |
| 3M | -4.7% | +9.3% | -14.0% | -6.3% |
| 6M | +13.4% | +37.4% | -23.9% | +6.7% |
| YTD | +17.0% | +51.6% | -34.6% | +7.4% |
| 1Y | +32.4% | +39.3% | -6.9% | +23.8% |
| All | +102.9% | +106.0% | -3.1% | +68.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling