+96.6%
USB vs COO
-22.9%
+119.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +0.2% |
| 7D | +2.4% | +8.4% | -6.0% | 0.0% |
| 30D | +6.6% | +13.5% | -6.9% | +2.7% |
| 3M | -4.1% | -13.8% | +9.7% | -0.1% |
| 6M | +12.5% | +4.7% | +7.8% | +9.6% |
| YTD | +17.6% | -21.4% | +39.0% | +25.9% |
| 1Y | +36.5% | -6.7% | +43.2% | +38.0% |
| All | +96.6% | -22.9% | +119.5% | +93.6% |
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 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