+8,200.6%
USB vs COO
+5,536.4%
+2,664.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.9% | -4.0% | +1.4% |
| 7D | +2.4% | +8.4% | -6.0% | +1.6% |
| 30D | +6.6% | +13.5% | -6.9% | +5.3% |
| 3M | -4.1% | -13.8% | +9.7% | -3.0% |
| 6M | +12.5% | +4.7% | +7.8% | +11.7% |
| YTD | +17.6% | -21.4% | +39.0% | +19.9% |
| 1Y | +36.5% | -6.7% | +43.2% | +37.0% |
| 3Y | +95.4% | -23.0% | +118.4% | +98.7% |
| 5Y | +26.1% | -38.7% | +64.9% | +30.4% |
| 10Y | +101.3% | +46.8% | +54.5% | +95.1% |
| All | +8,200.6% | +5,536.4% | +2,664.3% | +6,527.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling