+52.9%
RSP vs USAR
-13.4%
+66.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.5% | -4.2% | +2.2% |
| 7D | +0.4% | -1.1% | +1.5% | +0.4% |
| 30D | +3.7% | -30.3% | +34.0% | +4.1% |
| 3M | +0.8% | -54.7% | +55.4% | +1.6% |
| 6M | +9.1% | -67.5% | +76.6% | +10.2% |
| YTD | +16.7% | -26.4% | +43.1% | +17.2% |
| 1Y | +19.7% | -49.5% | +69.2% | +20.3% |
| 3Y | +66.7% | -14.5% | +81.2% | +69.7% |
| All | +52.9% | -13.4% | +66.3% | +54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 10y: compounded portfolio wealth divided by compounded USAR 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…
10y analysis · Full analysis span regression · 6 months rolling