+81.3%
USB vs RGEN
+415.2%
-333.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +2.6% | -3.3% | +5.9% | +3.1% |
| 30D | +8.4% | -5.8% | +14.2% | +9.2% |
| 3M | -5.5% | +0.2% | -5.7% | -6.0% |
| 6M | +17.7% | +56.8% | -39.0% | +9.0% |
| YTD | +17.6% | +2.4% | +15.2% | +15.5% |
| 1Y | +33.9% | +11.4% | +22.4% | +29.9% |
| 3Y | +103.8% | +15.2% | +88.7% | +91.8% |
| 5Y | +25.6% | -35.1% | +60.7% | +22.2% |
| All | +81.3% | +415.2% | -333.8% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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