+118.6%
USB vs P
+557.5%
-438.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.0% | +6.9% | +2.6% |
| 7D | +2.4% | -19.4% | +21.8% | +5.5% |
| 30D | +6.6% | -22.3% | +28.9% | +10.0% |
| 3M | -4.1% | +33.2% | -37.3% | -9.6% |
| 6M | +12.5% | +53.6% | -41.2% | +2.2% |
| YTD | +17.6% | +66.8% | -49.2% | +4.6% |
| 1Y | +36.5% | +17.5% | +19.0% | +27.0% |
| 3Y | +95.4% | +219.7% | -124.3% | +42.8% |
| 5Y | +26.1% | +307.8% | -281.6% | -14.5% |
| 10Y | +101.3% | +855.3% | -754.0% | +11.7% |
| All | +118.6% | +557.5% | -438.9% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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