+108.7%
USB vs DTE
+137.9%
-29.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | +0.2% |
| 7D | +1.4% | +0.2% | +1.3% | +1.3% |
| 30D | -1.3% | -2.6% | +1.3% | +0.1% |
| 3M | +15.2% | -3.9% | +19.1% | +17.6% |
| 6M | +18.8% | -7.9% | +26.7% | +24.0% |
| YTD | +21.0% | +7.2% | +13.8% | +15.0% |
| 1Y | +34.0% | +3.1% | +30.9% | +30.1% |
| 3Y | +95.3% | +47.6% | +47.7% | +50.1% |
| 5Y | +40.4% | +32.7% | +7.6% | +13.0% |
| All | +108.7% | +137.9% | -29.1% | +37.3% |
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