+4,361.3%
USB vs ALL
+3,805.6%
+555.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.3% |
| 7D | +2.4% | +7.5% | -5.1% | -1.7% |
| 30D | +6.6% | +19.7% | -13.2% | -3.6% |
| 3M | -4.1% | +2.9% | -7.0% | -6.1% |
| 6M | +12.5% | +23.5% | -11.1% | -1.3% |
| YTD | +17.6% | +31.1% | -13.5% | -0.8% |
| 1Y | +36.5% | +40.5% | -4.0% | +10.6% |
| 3Y | +95.4% | +117.1% | -21.7% | +20.2% |
| 5Y | +26.1% | +158.6% | -132.5% | -30.8% |
| 10Y | +101.3% | +402.4% | -301.1% | -22.6% |
| All | +4,361.3% | +3,805.6% | +555.7% | +719.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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