+91.7%
USB vs ROP
+195.2%
-103.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +1.1% |
| 7D | 0.0% | +2.1% | -2.1% | -1.2% |
| 30D | +5.8% | +32.9% | -27.1% | -9.6% |
| 3M | -6.0% | +20.0% | -26.0% | -15.5% |
| 6M | +7.8% | +36.4% | -28.6% | -11.0% |
| YTD | +14.6% | +7.8% | +6.8% | +7.5% |
| 1Y | +31.8% | +8.0% | +23.8% | +23.5% |
| 3Y | +91.5% | -3.5% | +95.0% | +90.2% |
| 5Y | +22.0% | +1.5% | +20.6% | +15.4% |
| All | +91.7% | +195.2% | -103.5% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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