+92.7%
USB vs ROL
+222.9%
-130.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.4% |
| 7D | -1.5% | +11.7% | -13.2% | -4.7% |
| 30D | +4.3% | +27.7% | -23.4% | -3.1% |
| 3M | -6.1% | +3.7% | -9.7% | -7.4% |
| 6M | +9.4% | -27.8% | +37.2% | +19.9% |
| YTD | +15.2% | -34.7% | +49.9% | +29.7% |
| 1Y | +32.8% | -34.1% | +66.9% | +49.0% |
| 3Y | +91.3% | +5.9% | +85.4% | +81.0% |
| 5Y | +22.7% | +15.6% | +7.0% | +10.1% |
| All | +92.7% | +222.9% | -130.2% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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