+24.4%
USB vs DTE
+45.9%
-21.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | -0.5% | +1.6% | -2.1% | -1.2% |
| 30D | +5.7% | +9.1% | -3.4% | +1.9% |
| 3M | -4.7% | +2.4% | -7.1% | -5.7% |
| 6M | +13.4% | -0.2% | +13.6% | +13.2% |
| YTD | +17.0% | +11.0% | +6.0% | +10.6% |
| 1Y | +32.4% | +3.4% | +29.0% | +29.4% |
| 3Y | +101.7% | +57.1% | +44.6% | +59.2% |
| 5Y | +24.4% | +46.6% | -22.1% | -2.6% |
| All | +24.4% | +45.9% | -21.5% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling