+98.3%
USB vs NOC
+24.5%
+73.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.3% | 0.0% |
| 7D | +1.4% | -5.2% | +6.6% | +1.9% |
| 30D | -1.3% | -7.2% | +5.9% | -0.7% |
| 3M | +15.2% | -5.1% | +20.3% | +15.7% |
| 6M | +18.8% | -31.1% | +49.9% | +21.6% |
| YTD | +21.0% | -8.6% | +29.6% | +21.3% |
| 1Y | +34.0% | -9.7% | +43.7% | +34.6% |
| All | +98.3% | +24.5% | +73.8% | +93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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