+92.7%
USB vs RF
+280.8%
-188.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -0.6% |
| 7D | -1.5% | -1.6% | +0.2% | -0.3% |
| 30D | +4.3% | +5.0% | -0.7% | +0.8% |
| 3M | -6.1% | -10.0% | +3.9% | +1.3% |
| 6M | +9.4% | +3.3% | +6.1% | +7.0% |
| YTD | +15.2% | +7.9% | +7.2% | +9.0% |
| 1Y | +32.8% | +21.2% | +11.5% | +15.7% |
| 3Y | +91.3% | +105.8% | -14.5% | +14.8% |
| 5Y | +22.7% | +43.7% | -21.1% | -7.3% |
| All | +92.7% | +280.8% | -188.0% | -21.7% |
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