+92.7%
USB vs COO
+43.8%
+48.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | -1.5% | +5.3% | -6.7% | -3.5% |
| 30D | +4.3% | +12.5% | -8.3% | -0.6% |
| 3M | -6.1% | -15.1% | +9.1% | -0.6% |
| 6M | +9.4% | +3.7% | +5.7% | +5.9% |
| YTD | +15.2% | -22.5% | +37.7% | +25.9% |
| 1Y | +32.8% | -7.8% | +40.5% | +34.5% |
| 3Y | +91.3% | -24.1% | +115.4% | +103.1% |
| 5Y | +22.7% | -40.1% | +62.8% | +42.1% |
| All | +92.7% | +43.8% | +48.9% | +85.2% |
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