+8,438.8%
USB vs COO
+5,988.7%
+2,450.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.1% |
| 7D | +1.4% | -2.2% | +3.7% | +1.7% |
| 30D | -1.3% | -7.0% | +5.7% | -0.7% |
| 3M | +15.2% | +12.2% | +3.0% | +13.9% |
| 6M | +18.8% | -15.1% | +33.9% | +20.5% |
| YTD | +21.0% | -15.1% | +36.1% | +22.7% |
| 1Y | +34.0% | +2.3% | +31.7% | +33.5% |
| 3Y | +95.3% | -23.7% | +119.0% | +99.1% |
| 5Y | +40.4% | -38.9% | +79.3% | +45.3% |
| 10Y | +107.3% | +49.9% | +57.4% | +100.7% |
| All | +8,438.8% | +5,988.7% | +2,450.1% | +6,682.4% |
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