+81.3%
USB vs DTE
+152.1%
-70.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | +2.6% | +3.4% | -0.8% | +0.6% |
| 30D | +8.4% | +8.9% | -0.5% | +3.2% |
| 3M | -5.5% | +1.1% | -6.6% | -6.2% |
| 6M | +17.7% | +0.1% | +17.6% | +17.2% |
| YTD | +17.6% | +11.1% | +6.5% | +9.2% |
| 1Y | +33.9% | +4.9% | +28.9% | +28.6% |
| 3Y | +103.8% | +58.6% | +45.3% | +49.3% |
| 5Y | +25.6% | +47.3% | -21.7% | -5.8% |
| All | +81.3% | +152.1% | -70.8% | +19.7% |
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