+8,026.5%
USB vs DTE
+3,491.4%
+4,535.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | -1.5% | +0.3% | -1.7% | -1.6% |
| 30D | +4.3% | +5.2% | -0.9% | +1.7% |
| 3M | -6.1% | -2.5% | -3.5% | -5.0% |
| 6M | +9.4% | -4.4% | +13.8% | +11.5% |
| YTD | +15.2% | +7.2% | +8.0% | +10.4% |
| 1Y | +32.8% | +4.1% | +28.6% | +29.0% |
| 3Y | +91.3% | +49.2% | +42.1% | +54.0% |
| 5Y | +22.7% | +39.5% | -16.8% | +0.9% |
| 10Y | +97.0% | +137.1% | -40.0% | +24.5% |
| All | +8,026.5% | +3,491.4% | +4,535.1% | +1,871.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling