+22.0%
USB vs DT
-43.6%
+65.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | 0.0% | -24.7% | +24.7% | +4.6% |
| 30D | +5.8% | -27.4% | +33.2% | +11.2% |
| 3M | -6.0% | -11.1% | +5.2% | -4.8% |
| 6M | +7.8% | +13.7% | -5.9% | +3.7% |
| YTD | +14.6% | +0.2% | +14.4% | +12.3% |
| 1Y | +31.8% | -5.7% | +37.5% | +30.7% |
| 3Y | +91.5% | -8.1% | +99.6% | +89.0% |
| All | +22.0% | -43.6% | +65.6% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling