+96.6%
USB vs DRI
+69.6%
+27.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.3% |
| 7D | +2.4% | +6.5% | -4.1% | +0.4% |
| 30D | +6.6% | +16.4% | -9.8% | +1.5% |
| 3M | -4.1% | +13.6% | -17.7% | -8.3% |
| 6M | +12.5% | +22.0% | -9.5% | +4.5% |
| YTD | +17.6% | +29.3% | -11.7% | +6.2% |
| 1Y | +36.5% | +32.0% | +4.5% | +22.0% |
| All | +96.6% | +69.6% | +27.1% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling