+24.4%
USB vs RGEN
-35.5%
+59.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.5% | -3.1% | +2.6% | 0.0% |
| 30D | +5.7% | +0.1% | +5.6% | +5.5% |
| 3M | -4.7% | +4.8% | -9.5% | -6.0% |
| 6M | +13.4% | +48.9% | -35.5% | +4.6% |
| YTD | +17.0% | +5.3% | +11.7% | +14.2% |
| 1Y | +32.4% | +12.5% | +19.9% | +27.6% |
| 3Y | +101.7% | +17.0% | +84.7% | +87.2% |
| 5Y | +24.4% | -35.4% | +59.8% | +6.8% |
| All | +24.4% | -35.5% | +59.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling