+98.3%
USB vs BP
+33.2%
+65.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +1.4% | +3.9% | -2.5% | +0.8% |
| 30D | -1.3% | +7.6% | -8.9% | -2.6% |
| 3M | +15.2% | +0.7% | +14.5% | +15.0% |
| 6M | +18.8% | +15.5% | +3.3% | +13.5% |
| YTD | +21.0% | +30.8% | -9.8% | +11.0% |
| 1Y | +34.0% | +34.3% | -0.3% | +21.5% |
| All | +98.3% | +33.2% | +65.0% | +78.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling