+59.3%
USAR vs RMD
+2.0%
+57.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.2% | -5.8% | -6.0% |
| 7D | -9.3% | -4.2% | -5.1% | -9.0% |
| 30D | -15.2% | -2.1% | -13.1% | -15.0% |
| 3M | -21.1% | +13.8% | -34.9% | -22.5% |
| 6M | -21.6% | -10.6% | -10.9% | -19.8% |
| YTD | +34.8% | -8.1% | +42.9% | +37.2% |
| 1Y | +15.6% | -18.0% | +33.6% | +19.7% |
| 3Y | +57.7% | +52.9% | +4.9% | +58.7% |
| All | +59.3% | +2.0% | +57.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 10y: compounded portfolio wealth divided by compounded RMD 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…
10y analysis · Full analysis span regression · 6 months rolling