+96.6%
USB vs ROP
-0.6%
+97.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.7% |
| 7D | +2.4% | +11.7% | -9.3% | -1.1% |
| 30D | +6.6% | +35.5% | -28.9% | -3.4% |
| 3M | -4.1% | +25.3% | -29.4% | -11.0% |
| 6M | +12.5% | +38.9% | -26.4% | +0.1% |
| YTD | +17.6% | +11.4% | +6.3% | +16.0% |
| 1Y | +36.5% | +10.3% | +26.2% | +35.2% |
| All | +96.6% | -0.6% | +97.2% | +106.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling