+108.7%
USB vs O
+52.9%
+55.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | +1.4% | -0.7% | +2.2% | +1.8% |
| 30D | -1.3% | -1.9% | +0.6% | -0.4% |
| 3M | +15.2% | +3.8% | +11.4% | +13.0% |
| 6M | +18.8% | -4.7% | +23.6% | +21.3% |
| YTD | +21.0% | +12.5% | +8.5% | +13.8% |
| 1Y | +34.0% | +10.8% | +23.2% | +26.7% |
| 3Y | +95.3% | +28.8% | +66.5% | +70.2% |
| 5Y | +40.4% | +13.2% | +27.2% | +29.2% |
| All | +108.7% | +52.9% | +55.8% | +77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 10y: compounded portfolio wealth divided by compounded O 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…
10y analysis · Full analysis span regression · 6 months rolling