+339.1%
USB vs DLR
+3,551.7%
-3,212.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +0.7% |
| 7D | +2.4% | +2.8% | -0.4% | +1.0% |
| 30D | +6.6% | +2.8% | +3.8% | +5.0% |
| 3M | -4.1% | -4.0% | -0.1% | -2.8% |
| 6M | +12.5% | -5.6% | +18.1% | +14.1% |
| YTD | +17.6% | +21.9% | -4.3% | +5.6% |
| 1Y | +36.5% | +13.0% | +23.5% | +26.6% |
| 3Y | +95.4% | +52.2% | +43.1% | +52.8% |
| 5Y | +26.1% | +40.3% | -14.2% | -1.5% |
| 10Y | +101.3% | +186.1% | -84.8% | -0.6% |
| All | +339.1% | +3,551.7% | -3,212.6% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling