+92.5%
USB vs ALK
+15.2%
+77.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.2% | +1.2% | -1.2% |
| 7D | -1.5% | +7.1% | -8.5% | -3.4% |
| 30D | +4.3% | -3.0% | +7.3% | +4.8% |
| 3M | -6.1% | -25.6% | +19.6% | +1.1% |
| 6M | +9.4% | +0.5% | +8.9% | +7.1% |
| YTD | +15.2% | -23.1% | +38.2% | +20.4% |
| 1Y | +32.8% | -7.5% | +40.3% | +31.0% |
| All | +92.5% | +15.2% | +77.2% | +72.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling