+96.6%
USB vs ROL
+5.0%
+91.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.4% |
| 7D | +2.4% | +14.6% | -12.2% | +0.1% |
| 30D | +6.6% | +29.3% | -22.7% | +2.1% |
| 3M | -4.1% | +2.0% | -6.1% | -4.5% |
| 6M | +12.5% | -28.5% | +41.0% | +19.1% |
| YTD | +17.6% | -35.3% | +53.0% | +26.6% |
| 1Y | +36.5% | -34.7% | +71.2% | +46.6% |
| All | +96.6% | +5.0% | +91.6% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling