+92.5%
USB vs ROP
-0.9%
+93.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -1.5% | +9.2% | -10.7% | -4.2% |
| 30D | +4.3% | +35.5% | -31.2% | -5.4% |
| 3M | -6.1% | +24.4% | -30.5% | -12.6% |
| 6M | +9.4% | +38.0% | -28.6% | -2.4% |
| YTD | +15.2% | +11.1% | +4.1% | +13.6% |
| 1Y | +32.8% | +10.9% | +21.8% | +31.0% |
| All | +92.5% | -0.9% | +93.4% | +102.7% |
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