+8,438.8%
USB vs RF
+1,537.4%
+6,901.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.4% | +1.3% | +0.1% | +0.8% |
| 30D | -1.3% | -3.6% | +2.3% | +0.5% |
| 3M | +15.2% | +8.1% | +7.2% | +11.1% |
| 6M | +18.8% | +11.5% | +7.4% | +12.9% |
| YTD | +21.0% | +15.6% | +5.4% | +13.0% |
| 1Y | +34.0% | +15.7% | +18.3% | +25.0% |
| 3Y | +95.3% | +86.9% | +8.4% | +45.9% |
| 5Y | +40.4% | +89.8% | -49.4% | +4.5% |
| 10Y | +107.3% | +344.7% | -237.4% | +3.6% |
| All | +8,438.8% | +1,537.4% | +6,901.4% | +2,079.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling