+84.9%
USB vs DTE
+146.7%
-61.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +1.4% | +3.5% | -2.1% | -0.6% |
| 30D | +6.4% | +9.5% | -3.1% | +0.9% |
| 3M | -4.5% | +2.5% | -7.0% | -6.0% |
| 6M | +11.4% | +0.6% | +10.8% | +10.6% |
| YTD | +17.1% | +10.5% | +6.6% | +9.1% |
| 1Y | +32.6% | +3.3% | +29.3% | +28.5% |
| 3Y | +101.8% | +56.3% | +45.6% | +49.2% |
| 5Y | +25.1% | +44.9% | -19.8% | -5.2% |
| 10Y | +84.9% | +149.2% | -64.3% | +22.2% |
| All | +84.9% | +146.7% | -61.8% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling