+91.7%
USB vs DRI
+367.2%
-275.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | 0.0% | +2.8% | -2.8% | -1.1% |
| 30D | +5.8% | +13.3% | -7.4% | +0.7% |
| 3M | -6.0% | +8.2% | -14.1% | -9.2% |
| 6M | +7.8% | +17.5% | -9.8% | +0.2% |
| YTD | +14.6% | +26.9% | -12.3% | +2.7% |
| 1Y | +31.8% | +31.6% | +0.2% | +16.3% |
| 3Y | +91.5% | +67.0% | +24.6% | +51.0% |
| 5Y | +22.0% | +72.9% | -50.9% | -6.4% |
| All | +91.7% | +367.2% | -275.4% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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