+49.5%
RSP vs USAR
-18.7%
+68.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.8% | -11.2% | -0.5% |
| 7D | -1.0% | -14.5% | +13.5% | -0.9% |
| 30D | +2.6% | -37.8% | +40.4% | +3.1% |
| 3M | -0.8% | -52.8% | +52.0% | 0.0% |
| 6M | +6.3% | -71.2% | +77.5% | +7.5% |
| YTD | +14.1% | -30.9% | +45.0% | +14.7% |
| 1Y | +18.0% | -48.0% | +66.0% | +18.7% |
| 3Y | +61.0% | -19.7% | +80.7% | +64.1% |
| All | +49.5% | -18.7% | +68.2% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling