+66.2%
USB vs DOW
-6.5%
+72.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.2% | +5.1% | +3.4% |
| 7D | +2.4% | -4.2% | +6.6% | +4.2% |
| 30D | +6.6% | +14.7% | -8.1% | -0.3% |
| 3M | -4.1% | +9.1% | -13.2% | -8.8% |
| 6M | +12.5% | -17.7% | +30.1% | +20.7% |
| YTD | +17.6% | +44.6% | -27.0% | -9.3% |
| 1Y | +36.5% | +51.9% | -15.4% | +1.9% |
| 3Y | +95.4% | -21.8% | +117.2% | +102.8% |
| 5Y | +26.1% | -24.8% | +50.9% | +32.6% |
| All | +66.2% | -6.5% | +72.7% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling