+98.3%
USB vs DOW
-36.6%
+134.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.8% | +0.4% |
| 7D | +1.4% | -2.4% | +3.8% | +2.0% |
| 30D | -1.3% | +0.4% | -1.7% | -1.6% |
| 3M | +15.2% | -14.4% | +29.6% | +19.2% |
| 6M | +18.8% | -7.0% | +25.8% | +17.2% |
| YTD | +21.0% | +30.2% | -9.2% | +4.8% |
| 1Y | +34.0% | +29.2% | +4.8% | +15.2% |
| All | +98.3% | -36.6% | +134.8% | +139.8% |
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