+1,156.7%
RSP vs USB
+504.6%
+652.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | 0.0% | +1.0% |
| 7D | +2.7% | +2.4% | +0.3% | +1.7% |
| 30D | +5.8% | +6.6% | -0.8% | +2.9% |
| 3M | +1.8% | -4.1% | +5.9% | +3.5% |
| 6M | +11.6% | +12.5% | -0.9% | +5.6% |
| YTD | +18.0% | +17.6% | +0.3% | +9.1% |
| 1Y | +21.8% | +36.5% | -14.7% | +5.5% |
| 3Y | +65.6% | +95.4% | -29.8% | +20.2% |
| 5Y | +51.6% | +26.1% | +25.5% | +28.9% |
| 10Y | +231.0% | +101.3% | +129.7% | +118.4% |
| All | +1,156.7% | +504.6% | +652.1% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling