+53.0%
RSP vs USB
+40.0%
+12.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -0.8% | +1.4% | -2.2% | -1.3% |
| 30D | -0.3% | -1.3% | +1.0% | +0.1% |
| 3M | +4.3% | +15.2% | -11.0% | -1.2% |
| 6M | +8.8% | +18.8% | -10.0% | +1.7% |
| YTD | +15.3% | +21.0% | -5.8% | +6.8% |
| 1Y | +18.3% | +34.0% | -15.7% | +5.3% |
| 3Y | +52.8% | +95.3% | -42.5% | +16.2% |
| All | +53.0% | +40.0% | +12.9% | +29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling