+31.8%
USB vs DLR
+7.9%
+23.8%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +0.7% |
| 30D | +5.8% | -3.5% | +9.3% | +6.5% |
| 3M | -6.0% | -8.9% | +3.0% | -4.4% |
| 6M | +7.8% | -11.6% | +19.3% | +9.8% |
| YTD | +14.6% | +14.9% | -0.3% | +13.6% |
| 1Y | +31.8% | +6.4% | +25.3% | +31.6% |
| All | +31.8% | +7.9% | +23.8% | +31.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling