+108.7%
USB vs RL
+313.2%
-204.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -1.3% | -7.8% | +6.5% | +1.8% |
| 3M | +15.2% | -4.0% | +19.2% | +16.4% |
| 6M | +18.8% | -1.9% | +20.7% | +17.9% |
| YTD | +21.0% | -0.2% | +21.2% | +18.9% |
| 1Y | +34.0% | +10.7% | +23.3% | +25.6% |
| 3Y | +95.3% | +210.8% | -115.4% | +13.7% |
| 5Y | +40.4% | +238.2% | -197.9% | -24.3% |
| All | +108.7% | +313.2% | -204.4% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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