+8,200.6%
USB vs BP
+1,386.2%
+6,814.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.2% | +6.1% | +3.4% |
| 7D | +2.4% | -8.4% | +10.8% | +5.5% |
| 30D | +6.6% | +2.2% | +4.3% | +5.4% |
| 3M | -4.1% | +8.8% | -12.9% | -7.6% |
| 6M | +12.5% | -0.5% | +13.0% | +11.1% |
| YTD | +17.6% | +36.2% | -18.6% | +2.1% |
| 1Y | +36.5% | +36.6% | -0.1% | +18.2% |
| 3Y | +95.4% | +48.1% | +47.3% | +61.3% |
| 5Y | +26.1% | +114.3% | -88.1% | -10.9% |
| 10Y | +101.3% | +139.2% | -37.9% | +31.2% |
| All | +8,200.6% | +1,386.2% | +6,814.5% | +4,163.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling