+9.4%
USB vs DOW
-19.2%
+28.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -2.4% |
| 7D | -1.5% | -4.9% | +3.4% | -2.2% |
| 30D | +4.3% | +13.6% | -9.3% | +6.3% |
| 3M | -6.1% | +9.0% | -15.1% | -4.9% |
| 6M | +9.4% | -19.9% | +29.3% | +2.9% |
| All | +9.4% | -19.2% | +28.6% | +2.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling