+41.4%
RUSC vs SPY
+31.9%
+9.6%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.4% |
| 7D | -1.8% | -0.8% | -1.0% | -0.9% |
| 30D | -3.9% | -1.1% | -2.8% | -2.7% |
| 3M | +0.5% | +3.9% | -3.4% | -4.0% |
| 6M | +15.6% | +13.6% | +1.9% | -1.0% |
| YTD | +20.4% | +12.7% | +7.7% | +4.1% |
| 1Y | +22.3% | +17.5% | +4.8% | +0.1% |
| All | +41.4% | +31.9% | +9.6% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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