+22.0%
USB vs ROK
+19.3%
+2.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | 0.0% |
| 7D | 0.0% | -13.8% | +13.8% | +5.6% |
| 30D | +5.8% | -14.9% | +20.8% | +12.2% |
| 3M | -6.0% | -14.7% | +8.7% | -0.6% |
| 6M | +7.8% | -17.7% | +25.4% | +14.7% |
| YTD | +14.6% | -2.5% | +17.1% | +12.3% |
| 1Y | +31.8% | +2.3% | +29.5% | +26.4% |
| 3Y | +91.5% | +52.7% | +38.8% | +49.5% |
| All | +22.0% | +19.3% | +2.7% | -2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling