+98.3%
USB vs ROL
-4.8%
+103.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +1.4% | -1.4% | +2.9% | +1.7% |
| 30D | -1.3% | -4.1% | +2.8% | -0.6% |
| 3M | +15.2% | -22.5% | +37.7% | +20.7% |
| 6M | +18.8% | -37.7% | +56.5% | +30.0% |
| YTD | +21.0% | -39.6% | +60.6% | +33.0% |
| 1Y | +34.0% | -36.0% | +70.0% | +45.4% |
| All | +98.3% | -4.8% | +103.0% | +88.9% |
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