+31.8%
USB vs ROL
-35.3%
+67.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | -0.2% |
| 7D | 0.0% | +9.5% | -9.5% | -1.5% |
| 30D | +5.8% | +22.9% | -17.1% | +2.4% |
| 3M | -6.0% | +3.5% | -9.5% | -6.5% |
| 6M | +7.8% | -29.4% | +37.2% | +15.9% |
| YTD | +14.6% | -36.1% | +50.6% | +24.6% |
| 1Y | +31.8% | -34.4% | +66.1% | +40.1% |
| All | +31.8% | -35.3% | +67.1% | +40.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling