+6,221.1%
USB vs ROP
+30,867.0%
-24,646.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.9% | -2.0% | +0.7% |
| 7D | +2.4% | +11.7% | -9.3% | -1.0% |
| 30D | +6.6% | +35.5% | -28.9% | -2.9% |
| 3M | -4.1% | +25.3% | -29.4% | -10.7% |
| 6M | +12.5% | +38.9% | -26.4% | +0.9% |
| YTD | +17.6% | +11.4% | +6.3% | +12.2% |
| 1Y | +36.5% | +10.3% | +26.2% | +30.6% |
| 3Y | +95.4% | -0.2% | +95.6% | +92.4% |
| 5Y | +26.1% | +4.1% | +22.1% | +22.1% |
| 10Y | +101.3% | +208.2% | -107.0% | +45.2% |
| All | +6,221.1% | +30,867.0% | -24,646.0% | +2,761.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling