+4,208.1%
RUSHA vs SPY
+1,031.9%
+3,176.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -6.6% | +0.1% | -6.6% | -6.6% |
| 3M | +15.6% | +2.0% | +13.6% | +12.6% |
| 6M | +7.5% | +13.0% | -5.6% | -7.5% |
| YTD | +42.4% | +13.5% | +28.9% | +21.7% |
| 1Y | +31.8% | +20.0% | +11.8% | +5.1% |
| 3Y | +89.5% | +77.2% | +12.3% | -5.8% |
| 5Y | +182.2% | +81.9% | +100.4% | +32.3% |
| 10Y | +717.4% | +314.1% | +403.4% | +28.9% |
| All | +4,208.1% | +1,031.9% | +3,176.2% | +159.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling