+91.5%
USB vs DOW
-24.9%
+116.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.1% |
| 7D | 0.0% | -9.5% | +9.5% | +2.0% |
| 30D | +5.8% | +13.1% | -7.2% | +3.0% |
| 3M | -6.0% | +4.8% | -10.8% | -7.3% |
| 6M | +7.8% | -16.7% | +24.4% | +11.8% |
| YTD | +14.6% | +38.9% | -24.3% | -1.8% |
| 1Y | +31.8% | +48.3% | -16.5% | +10.0% |
| 3Y | +91.5% | -24.4% | +115.9% | +105.2% |
| All | +91.5% | -24.9% | +116.5% | +105.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling