+91.5%
USB vs DTE
+49.5%
+42.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | 0.0% | -0.3% | +0.3% | +0.1% |
| 30D | +5.8% | +6.2% | -0.3% | +3.4% |
| 3M | -6.0% | -2.6% | -3.3% | -5.0% |
| 6M | +7.8% | -3.5% | +11.3% | +9.0% |
| YTD | +14.6% | +7.4% | +7.2% | +9.8% |
| 1Y | +31.8% | +4.2% | +27.6% | +27.9% |
| 3Y | +91.5% | +51.7% | +39.8% | +42.9% |
| All | +91.5% | +49.5% | +42.0% | +42.9% |
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