+26.1%
USB vs COMP
-21.4%
+47.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.7% | -5.8% | +1.0% |
| 7D | +2.4% | +9.5% | -7.1% | +1.3% |
| 30D | +6.6% | +8.1% | -1.5% | +5.5% |
| 3M | -4.1% | -16.3% | +12.2% | -2.5% |
| 6M | +12.5% | +42.2% | -29.7% | +6.9% |
| YTD | +17.6% | -5.0% | +22.7% | +16.2% |
| 1Y | +36.5% | +20.1% | +16.4% | +31.1% |
| 3Y | +95.4% | +358.4% | -263.1% | +56.2% |
| 5Y | +26.1% | -21.9% | +48.1% | +4.3% |
| All | +26.1% | -21.4% | +47.6% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 5y: compounded portfolio wealth divided by compounded COMP 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…
5y analysis · Full analysis span regression · 6 months rolling