+41.2%
USB vs RL
+238.1%
-196.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.0% |
| 7D | +1.4% | -0.8% | +2.2% | +1.7% |
| 30D | -1.3% | -7.8% | +6.5% | +1.5% |
| 3M | +15.2% | -4.0% | +19.2% | +16.2% |
| 6M | +18.8% | -1.9% | +20.7% | +18.0% |
| YTD | +21.0% | -0.2% | +21.2% | +19.2% |
| 1Y | +34.0% | +10.7% | +23.3% | +26.4% |
| 3Y | +95.3% | +210.8% | -115.4% | +18.7% |
| All | +41.2% | +238.1% | -196.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling