+41.2%
USB vs COO
-38.8%
+79.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +1.4% | -2.2% | +3.7% | +2.3% |
| 30D | -1.3% | -7.0% | +5.7% | +1.2% |
| 3M | +15.2% | +12.2% | +3.0% | +10.1% |
| 6M | +18.8% | -15.1% | +33.9% | +25.4% |
| YTD | +21.0% | -15.1% | +36.1% | +27.6% |
| 1Y | +34.0% | +2.3% | +31.7% | +31.6% |
| 3Y | +95.3% | -23.7% | +119.0% | +107.1% |
| All | +41.2% | -38.8% | +79.9% | +55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling