+980.3%
USB vs RL
+1,625.1%
-644.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.5% | -2.6% | +0.3% |
| 7D | +2.4% | +5.8% | -3.4% | +0.4% |
| 30D | +6.6% | +12.7% | -6.2% | +2.2% |
| 3M | -4.1% | +9.3% | -13.4% | -7.3% |
| 6M | +12.5% | +16.9% | -4.5% | +5.3% |
| YTD | +17.6% | +17.5% | +0.2% | +9.5% |
| 1Y | +36.5% | +34.6% | +1.9% | +20.9% |
| 3Y | +95.4% | +273.2% | -177.8% | +17.7% |
| 5Y | +26.1% | +265.2% | -239.1% | -25.3% |
| 10Y | +101.3% | +406.7% | -305.4% | -0.2% |
| All | +980.3% | +1,625.1% | -644.8% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling