+31.8%
USB vs ROK
-0.6%
+32.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | 0.0% | -13.8% | +13.8% | +3.3% |
| 30D | +5.8% | -14.9% | +20.8% | +9.6% |
| 3M | -6.0% | -14.7% | +8.7% | -2.8% |
| 6M | +7.8% | -17.7% | +25.4% | +11.5% |
| YTD | +14.6% | -2.5% | +17.1% | +10.3% |
| 1Y | +31.8% | +2.3% | +29.5% | +23.8% |
| All | +31.8% | -0.6% | +32.4% | +23.8% |
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