+50.7%
RUSHA vs SPY
+14.6%
+36.0%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.7% | +3.0% | +3.4% |
| 7D | +11.1% | -0.7% | +11.8% | +11.7% |
| 30D | -1.8% | -1.0% | -0.7% | -1.0% |
| 3M | -15.8% | -0.3% | -15.5% | -15.6% |
| 6M | -1.6% | +7.3% | -9.0% | -7.2% |
| YTD | +29.9% | +13.3% | +16.6% | +16.4% |
| 1Y | +50.7% | +14.8% | +35.9% | +34.4% |
| All | +50.7% | +14.6% | +36.0% | +34.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling