+101.3%
USB vs DOC
+19.9%
+81.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.1% | -1.2% | +0.4% |
| 7D | +2.4% | +8.7% | -6.3% | -1.7% |
| 30D | +6.6% | +7.6% | -1.1% | +2.7% |
| 3M | -4.1% | -5.3% | +1.2% | -1.8% |
| 6M | +12.5% | +27.6% | -15.1% | -1.8% |
| YTD | +17.6% | +32.4% | -14.8% | 0.0% |
| 1Y | +36.5% | +22.9% | +13.6% | +20.4% |
| 3Y | +95.4% | +43.1% | +52.3% | +56.4% |
| 5Y | +26.1% | -21.4% | +47.5% | +35.3% |
| 10Y | +101.3% | +16.8% | +84.4% | +81.9% |
| All | +101.3% | +19.9% | +81.4% | +81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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