+91.7%
USB vs COO
+41.2%
+50.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | 0.0% | +4.7% | -4.7% | -1.9% |
| 30D | +5.8% | +13.9% | -8.1% | +0.4% |
| 3M | -6.0% | -14.9% | +9.0% | -0.6% |
| 6M | +7.8% | +2.0% | +5.7% | +5.0% |
| YTD | +14.6% | -23.9% | +38.5% | +26.2% |
| 1Y | +31.8% | -9.6% | +41.4% | +34.6% |
| 3Y | +91.5% | -25.4% | +117.0% | +104.8% |
| 5Y | +22.0% | -41.2% | +63.2% | +42.4% |
| All | +91.7% | +41.2% | +50.5% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling