+41.2%
USB vs ROP
-13.6%
+54.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.1% |
| 7D | +1.4% | -4.4% | +5.9% | +3.2% |
| 30D | -1.3% | +3.2% | -4.5% | -2.7% |
| 3M | +15.2% | +23.1% | -7.8% | +4.8% |
| 6M | +18.8% | +13.3% | +5.5% | +11.7% |
| YTD | +21.0% | -7.9% | +28.9% | +25.1% |
| 1Y | +34.0% | -22.1% | +56.1% | +50.9% |
| 3Y | +95.3% | -16.8% | +112.1% | +112.5% |
| All | +41.2% | -13.6% | +54.8% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling