+22.0%
USB vs DGX
+100.2%
-78.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.9% | -0.6% |
| 7D | 0.0% | +1.5% | -1.5% | -0.4% |
| 30D | +5.8% | +12.6% | -6.7% | +2.4% |
| 3M | -6.0% | +7.6% | -13.5% | -8.0% |
| 6M | +7.8% | +36.2% | -28.4% | -1.8% |
| YTD | +14.6% | +49.8% | -35.2% | +0.8% |
| 1Y | +31.8% | +47.3% | -15.5% | +16.5% |
| 3Y | +91.5% | +102.1% | -10.5% | +48.6% |
| All | +22.0% | +100.2% | -78.1% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling