+101.3%
USB vs RF
+299.8%
-198.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.5% | +0.4% | +0.8% |
| 7D | +2.4% | +2.3% | +0.1% | +0.8% |
| 30D | +6.6% | +7.2% | -0.7% | +1.5% |
| 3M | -4.1% | -8.2% | +4.1% | +2.0% |
| 6M | +12.5% | +7.0% | +5.4% | +7.3% |
| YTD | +17.6% | +10.3% | +7.3% | +9.6% |
| 1Y | +36.5% | +25.1% | +11.4% | +16.4% |
| 3Y | +95.4% | +110.3% | -14.9% | +15.5% |
| 5Y | +26.1% | +47.1% | -21.0% | -6.2% |
| 10Y | +101.3% | +297.9% | -196.7% | -21.0% |
| All | +101.3% | +299.8% | -198.6% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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