+98.3%
USB vs COO
-23.4%
+121.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.2% |
| 7D | +1.4% | -2.2% | +3.7% | +2.2% |
| 30D | -1.3% | -7.0% | +5.7% | +1.0% |
| 3M | +15.2% | +12.2% | +3.0% | +10.4% |
| 6M | +18.8% | -15.1% | +33.9% | +25.0% |
| YTD | +21.0% | -15.1% | +36.1% | +27.2% |
| 1Y | +34.0% | +2.3% | +31.7% | +31.9% |
| All | +98.3% | -23.4% | +121.7% | +98.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling