+52.4%
USB vs DT
+103.5%
-51.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.4% | 0.0% |
| 7D | +1.4% | -3.3% | +4.7% | +2.0% |
| 30D | -1.3% | +2.0% | -3.4% | -1.8% |
| 3M | +15.2% | +20.0% | -4.8% | +11.1% |
| 6M | +18.8% | +39.3% | -20.5% | +10.8% |
| YTD | +21.0% | +19.8% | +1.3% | +15.7% |
| 1Y | +34.0% | +4.3% | +29.7% | +31.2% |
| 3Y | +95.3% | +7.7% | +87.6% | +88.3% |
| 5Y | +40.4% | -26.8% | +67.2% | +39.1% |
| All | +52.4% | +103.5% | -51.1% | +11.3% |
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