+66.4%
RSP vs USB
+94.5%
-28.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.1% |
| 7D | +2.7% | +2.4% | +0.3% | +1.8% |
| 30D | +5.8% | +6.6% | -0.8% | +3.2% |
| 3M | +1.8% | -4.1% | +5.9% | +3.3% |
| 6M | +11.6% | +12.5% | -0.9% | +6.2% |
| YTD | +18.0% | +17.6% | +0.3% | +9.8% |
| 1Y | +21.8% | +36.5% | -14.7% | +6.7% |
| All | +66.4% | +94.5% | -28.1% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling