+34.0%
USB vs ROK
+29.3%
+4.7%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.6% |
| 7D | +1.4% | +0.7% | +0.8% | +1.2% |
| 30D | -1.3% | -3.3% | +2.0% | -0.5% |
| 3M | +15.2% | -5.9% | +21.1% | +16.3% |
| 6M | +18.8% | +13.9% | +5.0% | +11.2% |
| YTD | +21.0% | +12.6% | +8.4% | +13.1% |
| 1Y | +34.0% | +28.6% | +5.4% | +17.3% |
| All | +34.0% | +29.3% | +4.7% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 1y: compounded portfolio wealth divided by compounded ROK 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…
1y analysis · Full analysis span regression · 6 months rolling