+3,470.0%
USB vs DRI
+8,130.2%
-4,660.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.1% | -3.2% | +0.2% |
| 7D | +2.4% | +6.5% | -4.1% | +0.2% |
| 30D | +6.6% | +16.4% | -9.8% | +1.2% |
| 3M | -4.1% | +13.6% | -17.7% | -8.5% |
| 6M | +12.5% | +22.0% | -9.5% | +4.5% |
| YTD | +17.6% | +29.3% | -11.7% | +6.7% |
| 1Y | +36.5% | +32.0% | +4.5% | +22.8% |
| 3Y | +95.4% | +68.5% | +26.9% | +59.9% |
| 5Y | +26.1% | +86.3% | -60.2% | -1.3% |
| 10Y | +101.3% | +380.2% | -278.9% | +8.6% |
| All | +3,470.0% | +8,130.2% | -4,660.2% | +902.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling