+12.5%
USB vs ROL
-29.6%
+42.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.8% | -0.9% | +1.6% |
| 7D | +2.4% | +14.6% | -12.2% | +0.7% |
| 30D | +6.6% | +29.3% | -22.7% | +3.9% |
| 3M | -4.1% | +2.0% | -6.1% | -4.4% |
| 6M | +12.5% | -28.5% | +41.0% | +17.8% |
| All | +12.5% | -29.6% | +42.1% | +17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling