+96.6%
USB vs RL
+272.1%
-175.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.5% |
| 7D | +2.4% | +5.8% | -3.4% | +0.6% |
| 30D | +6.6% | +12.7% | -6.2% | +2.5% |
| 3M | -4.1% | +9.3% | -13.4% | -7.0% |
| 6M | +12.5% | +16.9% | -4.5% | +5.8% |
| YTD | +17.6% | +17.5% | +0.2% | +10.1% |
| 1Y | +36.5% | +34.6% | +1.9% | +21.5% |
| All | +96.6% | +272.1% | -175.5% | +13.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling