+83.6%
USB vs DTE
+151.0%
-67.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.4% |
| 7D | -0.5% | +1.6% | -2.1% | -1.4% |
| 30D | +5.7% | +9.1% | -3.4% | +0.5% |
| 3M | -4.7% | +2.4% | -7.1% | -6.1% |
| 6M | +13.4% | -0.2% | +13.6% | +13.2% |
| YTD | +17.0% | +11.0% | +6.0% | +8.7% |
| 1Y | +32.4% | +3.4% | +29.0% | +28.3% |
| 3Y | +101.7% | +57.1% | +44.6% | +48.6% |
| 5Y | +24.4% | +46.6% | -22.1% | -6.4% |
| 10Y | +83.6% | +151.3% | -67.7% | +21.2% |
| All | +83.6% | +151.0% | -67.4% | +21.2% |
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