+108.7%
USB vs ALK
-34.2%
+142.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.8% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -1.3% | -19.2% | +17.9% | +6.7% |
| 3M | +15.2% | -1.5% | +16.8% | +14.1% |
| 6M | +18.8% | -13.1% | +31.9% | +21.3% |
| YTD | +21.0% | -16.4% | +37.4% | +24.7% |
| 1Y | +34.0% | -33.1% | +67.1% | +49.6% |
| 3Y | +95.3% | +0.6% | +94.7% | +73.2% |
| 5Y | +40.4% | -26.4% | +66.8% | +37.7% |
| All | +108.7% | -34.2% | +142.9% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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