+3,584.3%
USB vs O
+5,283.0%
-1,698.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.4% |
| 7D | -1.5% | +4.5% | -6.0% | -3.8% |
| 30D | +4.3% | +10.2% | -5.9% | -1.0% |
| 3M | -6.1% | -3.8% | -2.3% | -4.2% |
| 6M | +9.4% | -3.8% | +13.2% | +11.5% |
| YTD | +15.2% | +10.3% | +4.8% | +8.6% |
| 1Y | +32.8% | +11.9% | +20.9% | +24.2% |
| 3Y | +91.3% | +38.1% | +53.2% | +58.2% |
| 5Y | +22.7% | +11.1% | +11.6% | +13.3% |
| 10Y | +97.0% | +72.7% | +24.3% | +32.6% |
| All | +3,584.3% | +5,283.0% | -1,698.7% | +592.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling