+54.5%
USAR vs RSG
+53.8%
+0.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.7% | -2.5% |
| 7D | -11.6% | 0.0% | -11.7% | -11.6% |
| 30D | -15.5% | +4.0% | -19.4% | -13.0% |
| 3M | -31.0% | +7.4% | -38.4% | -26.8% |
| 6M | -26.2% | +0.1% | -26.3% | -22.2% |
| YTD | +30.8% | +6.0% | +24.7% | +40.3% |
| 1Y | +7.1% | -3.0% | +10.1% | +10.7% |
| 3Y | +53.0% | +56.5% | -3.5% | +58.2% |
| All | +54.5% | +53.8% | +0.7% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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