+22.7%
USB vs DRI
+77.7%
-55.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -1.8% |
| 7D | -1.5% | +3.7% | -5.2% | -2.9% |
| 30D | +4.3% | +13.5% | -9.2% | -0.7% |
| 3M | -6.1% | +10.4% | -16.5% | -10.0% |
| 6M | +9.4% | +19.5% | -10.1% | +1.1% |
| YTD | +15.2% | +28.2% | -13.0% | +2.6% |
| 1Y | +32.8% | +31.0% | +1.8% | +17.0% |
| 3Y | +91.3% | +67.1% | +24.2% | +48.5% |
| 5Y | +22.7% | +74.7% | -52.0% | -4.8% |
| All | +22.7% | +77.7% | -55.0% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling