+108.7%
USB vs DLR
+164.2%
-55.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +1.4% | +1.6% | -0.1% | +1.0% |
| 30D | -1.3% | -3.4% | +2.0% | -0.4% |
| 3M | +15.2% | +0.5% | +14.7% | +14.6% |
| 6M | +18.8% | +4.6% | +14.3% | +16.7% |
| YTD | +21.0% | +23.4% | -2.4% | +13.0% |
| 1Y | +34.0% | +19.0% | +15.0% | +26.1% |
| 3Y | +95.3% | +56.5% | +38.8% | +66.4% |
| 5Y | +40.4% | +33.3% | +7.0% | +22.2% |
| All | +108.7% | +164.2% | -55.5% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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