+98.3%
USB vs DTE
+47.8%
+50.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | -1.3% | -2.6% | +1.3% | -0.3% |
| 3M | +15.2% | -3.9% | +19.1% | +16.9% |
| 6M | +18.8% | -7.9% | +26.7% | +22.4% |
| YTD | +21.0% | +7.2% | +13.8% | +16.1% |
| 1Y | +34.0% | +3.1% | +30.9% | +30.7% |
| All | +98.3% | +47.8% | +50.4% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling