+8,026.5%
USB vs ROK
+13,907.7%
-5,881.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -14.2% | +12.1% | +3.5% |
| 7D | -1.5% | -15.6% | +14.1% | +4.8% |
| 30D | +4.3% | -15.5% | +19.8% | +10.8% |
| 3M | -6.1% | -15.1% | +9.0% | -0.5% |
| 6M | +9.4% | -12.0% | +21.4% | +13.3% |
| YTD | +15.2% | -1.1% | +16.3% | +13.2% |
| 1Y | +32.8% | +6.5% | +26.3% | +26.5% |
| 3Y | +91.3% | +51.8% | +39.5% | +55.1% |
| 5Y | +22.7% | +22.2% | +0.5% | +6.0% |
| 10Y | +97.0% | +289.3% | -192.3% | +7.5% |
| All | +8,026.5% | +13,907.7% | -5,881.2% | +1,659.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling