+66.0%
USB vs DOW
-11.5%
+77.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.2% |
| 7D | +0.8% | -9.4% | +10.2% | +5.3% |
| 30D | +6.8% | +8.9% | -2.2% | +2.3% |
| 3M | -3.8% | +6.7% | -10.5% | -7.6% |
| 6M | +11.7% | -14.2% | +25.9% | +17.4% |
| YTD | +17.5% | +36.9% | -19.4% | -7.2% |
| 1Y | +33.8% | +45.8% | -12.0% | +1.7% |
| 3Y | +104.2% | -23.9% | +128.1% | +113.6% |
| 5Y | +26.4% | -30.8% | +57.2% | +38.5% |
| All | +66.0% | -11.5% | +77.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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