+84.9%
USB vs ROK
+270.1%
-185.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.3% |
| 7D | +1.4% | -11.0% | +12.5% | +6.6% |
| 30D | +6.4% | -8.2% | +14.6% | +10.0% |
| 3M | -4.5% | -8.5% | +4.0% | -1.3% |
| 6M | +11.4% | -12.0% | +23.3% | +16.1% |
| YTD | +17.1% | +3.1% | +14.0% | +11.6% |
| 1Y | +32.6% | +2.9% | +29.7% | +26.4% |
| 3Y | +101.8% | +60.7% | +41.2% | +47.4% |
| 5Y | +25.1% | +29.5% | -4.4% | -0.2% |
| 10Y | +84.9% | +262.6% | -177.8% | -14.5% |
| All | +84.9% | +270.1% | -185.2% | -14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling