+33.9%
USB vs DT
-2.7%
+36.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +2.6% | +3.1% | -0.5% | +2.5% |
| 30D | +8.4% | -29.5% | +37.9% | +9.6% |
| 3M | -5.5% | -11.7% | +6.2% | -5.3% |
| 6M | +17.7% | +29.0% | -11.3% | +16.1% |
| YTD | +17.6% | +3.4% | +14.2% | +18.5% |
| 1Y | +33.9% | -4.2% | +38.1% | +38.2% |
| All | +33.9% | -2.7% | +36.6% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling