+32.8%
USB vs BP
+32.5%
+0.3%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.1% | -2.3% |
| 7D | -1.5% | -11.2% | +9.8% | -2.6% |
| 30D | +4.3% | -0.7% | +5.0% | +4.3% |
| 3M | -6.1% | +9.8% | -15.9% | -4.8% |
| 6M | +9.4% | -1.6% | +11.0% | +10.1% |
| YTD | +15.2% | +33.5% | -18.3% | +14.3% |
| 1Y | +32.8% | +31.7% | +1.0% | +32.3% |
| All | +32.8% | +32.5% | +0.3% | +32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling