+53.1%
RSP vs USAR
-19.4%
+72.4%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.2% |
| 7D | +2.4% | -0.8% | +3.2% | +2.4% |
| 30D | +4.3% | -20.9% | +25.2% | +4.5% |
| 3M | -0.3% | -56.2% | +55.8% | +0.5% |
| 6M | +9.8% | -67.9% | +77.7% | +11.0% |
| YTD | +16.8% | -31.4% | +48.3% | +17.4% |
| 1Y | +19.5% | -45.1% | +64.6% | +20.2% |
| 3Y | +65.1% | -20.3% | +85.5% | +68.3% |
| All | +53.1% | -19.4% | +72.4% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling