+193.6%
RUSHB vs SPY
+82.3%
+111.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +0.6% |
| 7D | -3.5% | -0.8% | -2.7% | -2.8% |
| 30D | -4.6% | -1.1% | -3.6% | -3.6% |
| 3M | +6.9% | +3.9% | +3.0% | +3.0% |
| 6M | +25.2% | +13.6% | +11.6% | +10.5% |
| YTD | +34.1% | +12.7% | +21.5% | +19.1% |
| 1Y | +28.1% | +17.5% | +10.6% | +9.1% |
| 3Y | +79.9% | +76.9% | +3.0% | +5.2% |
| All | +193.6% | +82.3% | +111.3% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling