+45.0%
USB vs DT
+71.4%
-26.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.0% |
| 7D | -1.5% | -28.3% | +26.9% | +3.9% |
| 30D | +4.3% | -28.4% | +32.7% | +9.9% |
| 3M | -6.1% | -14.1% | +8.0% | -4.3% |
| 6M | +9.4% | +13.2% | -3.8% | +5.6% |
| YTD | +15.2% | +0.8% | +14.3% | +12.8% |
| 1Y | +32.8% | -7.8% | +40.5% | +32.1% |
| 3Y | +91.3% | -8.3% | +99.6% | +88.6% |
| 5Y | +22.7% | -42.7% | +65.4% | +26.3% |
| All | +45.0% | +71.4% | -26.3% | +8.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling