+22.7%
USB vs ROST
+109.9%
-87.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -0.6% |
| 7D | -1.5% | +1.3% | -2.7% | -1.9% |
| 30D | +4.3% | +4.9% | -0.6% | +2.5% |
| 3M | -6.1% | -6.9% | +0.9% | -4.0% |
| 6M | +9.4% | +3.8% | +5.6% | +7.2% |
| YTD | +15.2% | +31.4% | -16.2% | +3.6% |
| 1Y | +32.8% | +46.2% | -13.5% | +14.9% |
| 3Y | +91.3% | +99.8% | -8.5% | +45.9% |
| 5Y | +22.7% | +107.6% | -85.0% | -8.7% |
| All | +22.7% | +109.9% | -87.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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