+92.7%
USB vs RRC
+64.2%
+28.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.7% | +1.6% | -1.5% |
| 7D | -1.5% | -6.9% | +5.4% | -0.3% |
| 30D | +4.3% | +25.4% | -21.1% | -0.1% |
| 3M | -6.1% | +31.9% | -38.0% | -10.9% |
| 6M | +9.4% | +17.2% | -7.8% | +5.7% |
| YTD | +15.2% | +43.4% | -28.2% | +6.9% |
| 1Y | +32.8% | +36.7% | -4.0% | +24.0% |
| 3Y | +91.3% | +38.8% | +52.5% | +75.4% |
| 5Y | +22.7% | +118.3% | -95.6% | +0.7% |
| All | +92.7% | +64.2% | +28.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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