+1,954.4%
RUSHB vs SPY
+1,849.8%
+104.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.7% |
| 7D | +2.5% | +0.5% | +1.9% | +2.0% |
| 30D | -3.8% | -0.9% | -2.9% | -2.9% |
| 3M | +14.8% | +3.9% | +10.9% | +10.6% |
| 6M | +26.9% | +14.5% | +12.4% | +11.4% |
| YTD | +35.9% | +12.9% | +23.0% | +20.8% |
| 1Y | +30.1% | +19.4% | +10.8% | +9.7% |
| 3Y | +83.3% | +78.5% | +4.9% | +7.1% |
| 5Y | +201.4% | +81.8% | +119.6% | +72.1% |
| 10Y | +698.9% | +311.5% | +387.4% | +129.3% |
| All | +1,954.4% | +1,849.8% | +104.5% | +192.7% |
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