+1,131.2%
RSG vs UUUU
-92.5%
+1,223.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | -0.4% |
| 7D | -1.8% | -5.0% | +3.2% | -1.6% |
| 30D | +2.8% | -7.8% | +10.6% | +3.0% |
| 3M | +4.3% | -0.4% | +4.7% | +4.0% |
| 6M | -0.5% | -32.9% | +32.4% | +0.3% |
| YTD | +5.2% | -6.3% | +11.5% | +4.1% |
| 1Y | -2.1% | +7.9% | -10.1% | -4.4% |
| 3Y | +56.5% | +85.2% | -28.7% | +46.7% |
| 5Y | +89.5% | +97.0% | -7.5% | +73.4% |
| 10Y | +424.8% | +492.6% | -67.8% | +331.1% |
| All | +1,131.2% | -92.5% | +1,223.7% | +867.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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