+98.3%
USB vs DRI
+53.9%
+44.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | +1.4% | +0.6% | +0.9% | +1.2% |
| 30D | -1.3% | +3.8% | -5.2% | -2.8% |
| 3M | +15.2% | +13.0% | +2.2% | +9.7% |
| 6M | +18.8% | +8.3% | +10.5% | +14.6% |
| YTD | +21.0% | +20.6% | +0.4% | +11.2% |
| 1Y | +34.0% | +6.5% | +27.6% | +29.2% |
| All | +98.3% | +53.9% | +44.4% | +49.6% |
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